+181.9%
FANG vs RVTY
+145.6%
+36.3%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.0% |
| 7D | +2.9% | -4.5% | +7.4% | +4.2% |
| 30D | +2.6% | +5.5% | -2.8% | +0.8% |
| 3M | +7.6% | +22.5% | -15.0% | +0.5% |
| 6M | +17.3% | +38.9% | -21.6% | +3.8% |
| YTD | +38.7% | +28.7% | +9.9% | +24.9% |
| 1Y | +51.6% | +45.5% | +6.2% | +30.2% |
| 3Y | +50.0% | +16.4% | +33.6% | +33.9% |
| 5Y | +237.6% | -32.7% | +270.3% | +261.7% |
| All | +181.9% | +145.6% | +36.3% | +40.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling