+295.8%
FTI vs RIO
+608.6%
-312.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.6% |
| 7D | -4.4% | -3.2% | -1.2% | -2.4% |
| 30D | +1.5% | +0.9% | +0.6% | +0.5% |
| 3M | +8.2% | -1.4% | +9.6% | +8.2% |
| 6M | +18.8% | +10.9% | +7.9% | +8.2% |
| YTD | +71.7% | +31.2% | +40.5% | +38.6% |
| 1Y | +90.0% | +67.9% | +22.1% | +29.1% |
| 3Y | +270.5% | +88.8% | +181.7% | +122.7% |
| 5Y | +1,084.5% | +93.1% | +991.4% | +570.0% |
| All | +295.8% | +608.6% | -312.8% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded RIO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling