+96.1%
RIO vs FTV
-2.1%
+98.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | +5.0% | -8.3% | +13.3% | +7.3% |
| 3M | +5.1% | -7.4% | +12.5% | +6.8% |
| 6M | +17.6% | -1.2% | +18.8% | +16.9% |
| YTD | +36.3% | +2.7% | +33.6% | +33.2% |
| 1Y | +71.2% | +18.4% | +52.7% | +59.4% |
| All | +96.1% | -2.1% | +98.2% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling