+580.6%
RIO vs FTV
+80.1%
+500.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.3% | -1.9% | -3.1% |
| 7D | -3.4% | -5.2% | +1.8% | -0.9% |
| 30D | +0.6% | -11.5% | +12.1% | +6.3% |
| 3M | +2.5% | -9.0% | +11.6% | +6.4% |
| 6M | +10.8% | -2.0% | +12.8% | +10.6% |
| YTD | +30.5% | -0.9% | +31.4% | +28.4% |
| 1Y | +68.1% | +14.8% | +53.3% | +53.4% |
| 3Y | +94.0% | -5.5% | +99.5% | +90.3% |
| 5Y | +92.0% | -1.9% | +93.9% | +80.2% |
| All | +580.6% | +80.1% | +500.5% | +344.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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