+103.5%
RIO vs FTV
+1.8%
+101.7%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.3% |
| 7D | +1.0% | -1.3% | +2.2% | +1.4% |
| 30D | +4.0% | -9.5% | +13.5% | +7.4% |
| 3M | +4.5% | -10.9% | +15.4% | +8.1% |
| 6M | +17.3% | -0.6% | +18.0% | +16.5% |
| YTD | +36.2% | +1.4% | +34.8% | +33.4% |
| 1Y | +76.1% | +17.6% | +58.5% | +62.8% |
| 3Y | +102.5% | -3.3% | +105.8% | +97.9% |
| 5Y | +103.5% | -0.1% | +103.7% | +80.2% |
| All | +103.5% | +1.8% | +101.7% | +80.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling