+110.7%
FE vs RVTY
+217.6%
-106.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.6% | -3.2% | -0.1% |
| 7D | -1.1% | +6.0% | -7.2% | -2.1% |
| 30D | +4.6% | +4.3% | +0.3% | +3.8% |
| 3M | -0.8% | +40.2% | -41.0% | -6.5% |
| 6M | +7.3% | +59.3% | -52.0% | -1.3% |
| YTD | +8.3% | +66.5% | -58.2% | -1.7% |
| 1Y | +5.7% | +77.5% | -71.8% | -5.4% |
| 3Y | +49.0% | +92.5% | -43.5% | +27.8% |
| 5Y | +49.2% | -6.8% | +56.0% | +46.3% |
| 10Y | +110.7% | +225.4% | -114.7% | +53.1% |
| All | +110.7% | +217.6% | -106.9% | +53.1% |
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 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