+8,782.6%
FDS vs RVTY
+1,608.1%
+7,174.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | -1.9% | +1.1% | -3.0% | -2.2% |
| 30D | +9.0% | +13.2% | -4.2% | +5.3% |
| 3M | +18.9% | +27.2% | -8.4% | +10.6% |
| 6M | +35.1% | +32.4% | +2.7% | +23.5% |
| YTD | +5.5% | +34.9% | -29.4% | -4.1% |
| 1Y | -16.8% | +52.4% | -69.2% | -27.2% |
| 3Y | -28.1% | +12.3% | -40.3% | -33.6% |
| 5Y | -17.4% | -30.8% | +13.4% | -14.2% |
| 10Y | +85.4% | +150.7% | -65.2% | +33.5% |
| All | +8,782.6% | +1,608.1% | +7,174.6% | +3,913.2% |
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