+4,105.2%
FDX vs RVTY
+2,959.8%
+1,145.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -2.1% | -0.7% | -1.3% | -1.9% |
| 30D | +10.4% | +1.7% | +8.7% | +9.6% |
| 3M | +0.5% | +36.8% | -36.3% | -8.5% |
| 6M | +6.5% | +60.1% | -53.6% | -7.5% |
| YTD | +40.2% | +64.0% | -23.7% | +20.1% |
| 1Y | +52.1% | +68.2% | -16.1% | +29.2% |
| 3Y | +72.8% | +88.8% | -16.0% | +40.1% |
| 5Y | +76.3% | -10.5% | +86.8% | +71.2% |
| 10Y | +155.7% | +219.7% | -63.9% | +78.9% |
| All | +4,105.2% | +2,959.8% | +1,145.4% | +1,348.9% |
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 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