+104.2%
FE vs RVTY
+206.3%
-102.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.3% | -0.9% |
| 7D | 0.0% | -1.2% | +1.2% | 0.0% |
| 30D | +5.2% | +1.0% | +4.2% | +4.8% |
| 3M | 0.0% | +35.8% | -35.9% | -5.3% |
| 6M | +5.0% | +56.7% | -51.7% | -3.1% |
| YTD | +7.9% | +60.7% | -52.8% | -1.6% |
| 1Y | +6.3% | +73.7% | -67.4% | -4.6% |
| 3Y | +46.0% | +82.8% | -36.7% | +26.4% |
| 5Y | +45.6% | -7.0% | +52.7% | +42.4% |
| All | +104.2% | +206.3% | -102.1% | +49.8% |
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