-23.9%
FDS vs RVTY
+85.4%
-109.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +1.5% | -0.5% | +1.9% | +1.5% |
| 30D | +14.8% | +1.5% | +13.3% | +14.1% |
| 3M | +16.3% | +31.5% | -15.2% | +9.9% |
| 6M | +66.2% | +62.7% | +3.6% | +49.6% |
| YTD | +16.2% | +60.0% | -43.7% | +5.1% |
| 1Y | +21.8% | +65.7% | -43.9% | +9.2% |
| 3Y | -23.9% | +85.2% | -109.1% | -32.7% |
| All | -23.9% | +85.4% | -109.3% | -32.7% |
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