+34.3%
FANG vs RVTY
+74.0%
-39.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.5% | -2.4% | -5.2% |
| 7D | -11.3% | -3.6% | -7.7% | -11.6% |
| 30D | -0.7% | +1.4% | -2.0% | -0.3% |
| 3M | -4.2% | +43.2% | -47.4% | +0.2% |
| 6M | -13.5% | +84.5% | -98.0% | -6.7% |
| YTD | +23.7% | +65.2% | -41.5% | +33.3% |
| 1Y | +34.3% | +74.3% | -40.0% | +47.0% |
| All | +34.3% | +74.0% | -39.7% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 1y: compounded portfolio wealth divided by compounded RVTY 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…
1y analysis · Full analysis span regression · 6 months rolling