+183.9%
FDX vs RVTY
+149.2%
+34.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.2% | -0.4% |
| 7D | -2.5% | +1.1% | -3.6% | -3.0% |
| 30D | +3.8% | +13.2% | -9.4% | -1.6% |
| 3M | -1.3% | +27.2% | -28.5% | -11.3% |
| 6M | +5.0% | +32.4% | -27.4% | -7.9% |
| YTD | +39.6% | +34.9% | +4.8% | +20.3% |
| 1Y | +81.1% | +52.4% | +28.8% | +47.0% |
| 3Y | +63.0% | +12.3% | +50.8% | +45.6% |
| 5Y | +65.6% | -30.8% | +96.4% | +82.9% |
| All | +183.9% | +149.2% | +34.7% | +54.9% |
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