+9,511.0%
FDS vs RVTY
+2,009.0%
+7,501.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.6% | -4.0% | -1.3% |
| 7D | -5.0% | +6.0% | -11.0% | -6.7% |
| 30D | +13.8% | +4.3% | +9.5% | +12.0% |
| 3M | +14.8% | +40.2% | -25.4% | +3.9% |
| 6M | +47.4% | +59.3% | -11.9% | +27.9% |
| YTD | +14.2% | +66.5% | -52.4% | -2.7% |
| 1Y | +26.6% | +77.5% | -50.8% | +5.9% |
| 3Y | -24.4% | +92.5% | -116.9% | -39.9% |
| 5Y | -22.6% | -6.8% | -15.8% | -26.3% |
| 10Y | +130.0% | +225.4% | -95.4% | +53.4% |
| All | +9,511.0% | +2,009.0% | +7,501.9% | +3,970.1% |
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