+571.3%
FE vs RVTY
+2,013.3%
-1,442.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.8% | -4.3% | -1.8% |
| 7D | -1.0% | -1.2% | +0.2% | -1.0% |
| 30D | +4.1% | +1.0% | +3.1% | +3.8% |
| 3M | -1.0% | +35.8% | -36.8% | -5.6% |
| 6M | +4.0% | +56.7% | -52.7% | -3.0% |
| YTD | +6.8% | +60.7% | -53.9% | -1.3% |
| 1Y | +5.3% | +73.7% | -68.4% | -4.0% |
| 3Y | +44.6% | +82.8% | -38.2% | +29.0% |
| 5Y | +44.2% | -7.0% | +51.2% | +40.0% |
| 10Y | +107.3% | +212.3% | -105.0% | +66.2% |
| All | +571.3% | +2,013.3% | -1,442.0% | +341.9% |
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