+50.0%
FANG vs RVTY
+17.0%
+32.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.6% |
| 7D | +2.9% | -4.5% | +7.4% | +3.5% |
| 30D | +2.6% | +5.5% | -2.8% | +1.8% |
| 3M | +7.6% | +22.5% | -15.0% | +4.3% |
| 6M | +17.3% | +38.9% | -21.6% | +10.6% |
| YTD | +38.7% | +28.7% | +9.9% | +32.1% |
| 1Y | +51.6% | +45.5% | +6.2% | +39.7% |
| 3Y | +50.0% | +16.4% | +33.6% | +41.1% |
| All | +50.0% | +17.0% | +32.9% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling