+12.0%
FANG vs RVTY
+37.8%
-25.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +0.9% |
| 7D | -0.4% | -5.4% | +5.0% | -1.6% |
| 30D | +2.4% | +6.7% | -4.3% | +4.1% |
| 3M | +4.9% | +19.0% | -14.1% | +10.1% |
| 6M | +12.0% | +34.6% | -22.6% | +24.8% |
| All | +12.0% | +37.8% | -25.8% | +24.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling