+211.6%
FTI vs RIO
+51.7%
+159.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | +4.3% | -0.9% | +5.2% | +4.6% |
| 30D | -4.7% | -9.1% | +4.4% | -1.6% |
| 3M | -13.5% | -13.7% | +0.2% | -9.4% |
| 6M | -8.7% | -24.3% | +15.6% | -0.2% |
| YTD | +49.0% | +8.9% | +40.1% | +40.8% |
| 1Y | +54.0% | +22.7% | +31.4% | +38.8% |
| 3Y | +211.6% | +51.2% | +160.4% | +153.8% |
| All | +211.6% | +51.7% | +159.9% | +153.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling