+1,072.7%
FTI vs RIO
+90.3%
+982.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.2% | +1.3% | -0.9% |
| 7D | -5.6% | -3.4% | -2.3% | -4.1% |
| 30D | +0.4% | +0.6% | -0.2% | -0.1% |
| 3M | +8.1% | +2.5% | +5.6% | +6.2% |
| 6M | +16.7% | +10.8% | +5.9% | +9.1% |
| YTD | +70.0% | +30.5% | +39.5% | +45.4% |
| 1Y | +85.4% | +68.1% | +17.3% | +38.5% |
| 3Y | +265.9% | +94.0% | +171.9% | +144.1% |
| 5Y | +1,072.7% | +92.0% | +980.7% | +690.0% |
| All | +1,072.7% | +90.3% | +982.4% | +690.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling