+1,422.9%
FANG vs RVTY
+342.7%
+1,080.2%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.5% | +4.0% | +2.4% |
| 7D | -0.4% | -5.4% | +5.0% | +1.5% |
| 30D | +2.4% | +6.7% | -4.3% | -0.1% |
| 3M | +4.9% | +19.0% | -14.1% | -2.0% |
| 6M | +12.0% | +34.6% | -22.6% | -1.4% |
| YTD | +37.1% | +28.3% | +8.8% | +21.8% |
| 1Y | +52.3% | +46.0% | +6.2% | +27.6% |
| 3Y | +45.0% | +16.9% | +28.1% | +26.8% |
| 5Y | +231.0% | -32.9% | +263.9% | +254.4% |
| 10Y | +177.5% | +141.6% | +35.8% | +33.1% |
| All | +1,422.9% | +342.7% | +1,080.2% | +462.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling