+3,916.3%
FDX vs RVTY
+2,899.1%
+1,017.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.8% | -5.6% | -3.5% |
| 7D | -1.6% | -1.2% | -0.4% | -1.5% |
| 30D | +6.6% | +1.0% | +5.6% | +6.0% |
| 3M | -2.1% | +35.8% | -37.9% | -10.6% |
| 6M | +2.2% | +56.7% | -54.5% | -10.7% |
| YTD | +33.9% | +60.7% | -26.8% | +15.3% |
| 1Y | +50.2% | +73.7% | -23.5% | +26.5% |
| 3Y | +65.5% | +82.8% | -17.2% | +35.4% |
| 5Y | +74.1% | -7.0% | +81.1% | +67.3% |
| 10Y | +156.7% | +212.3% | -55.6% | +80.6% |
| All | +3,916.3% | +2,899.1% | +1,017.3% | +1,291.1% |
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