+149.2%
FDX vs RVTY
+206.3%
-57.1%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.6% | -3.8% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | +6.6% | +1.0% | +5.6% | +5.7% |
| 3M | -2.1% | +35.8% | -37.9% | -14.7% |
| 6M | +2.2% | +56.7% | -54.5% | -16.8% |
| YTD | +33.9% | +60.7% | -26.8% | +6.3% |
| 1Y | +50.2% | +73.7% | -23.5% | +15.0% |
| 3Y | +65.5% | +82.8% | -17.2% | +18.8% |
| 5Y | +74.1% | -7.0% | +81.1% | +66.0% |
| All | +149.2% | +206.3% | -57.1% | +28.8% |
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