+130.2%
FDS vs RVTY
+219.6%
-89.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.5% | +3.3% | +2.9% |
| 7D | -2.1% | -0.7% | -1.4% | -2.0% |
| 30D | +16.0% | +1.7% | +14.3% | +14.7% |
| 3M | +18.8% | +36.8% | -18.0% | +6.5% |
| 6M | +54.1% | +60.1% | -6.0% | +30.1% |
| YTD | +17.0% | +64.0% | -47.0% | -2.7% |
| 1Y | +25.5% | +68.2% | -42.7% | +3.2% |
| 3Y | -23.3% | +88.8% | -112.1% | -42.3% |
| 5Y | -22.6% | -10.5% | -12.1% | -23.6% |
| 10Y | +130.2% | +219.7% | -89.5% | +30.3% |
| All | +130.2% | +219.6% | -89.3% | +30.3% |
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