-50.7%
RIG vs FE
+110.9%
-161.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -12.2% | -0.5% | -11.7% | -12.0% |
| 30D | -6.0% | +4.3% | -10.3% | -7.7% |
| 3M | -9.4% | +0.4% | -9.8% | -9.8% |
| 6M | -19.1% | +6.9% | -26.0% | -21.8% |
| YTD | +25.4% | +8.0% | +17.4% | +20.6% |
| 1Y | +23.3% | +4.8% | +18.5% | +20.1% |
| 3Y | -22.1% | +49.0% | -71.1% | -36.6% |
| 5Y | +50.1% | +46.2% | +3.9% | +22.4% |
| 10Y | -50.7% | +120.9% | -171.5% | -60.4% |
| All | -50.7% | +110.9% | -161.5% | -60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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