+576.2%
FE vs RVTY
+1,673.4%
-1,097.2%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +1.9% | +1.1% | +0.8% | +1.8% |
| 30D | -1.2% | +13.2% | -14.4% | -2.9% |
| 3M | +3.5% | +27.2% | -23.8% | -0.2% |
| 6M | -6.1% | +32.4% | -38.5% | -10.3% |
| YTD | +7.6% | +34.9% | -27.3% | +2.2% |
| 1Y | +11.9% | +52.4% | -40.5% | +4.1% |
| 3Y | +48.4% | +12.3% | +36.1% | +42.1% |
| 5Y | +44.8% | -30.8% | +75.6% | +47.0% |
| 10Y | +115.9% | +150.7% | -34.8% | +79.1% |
| All | +576.2% | +1,673.4% | -1,097.2% | +357.7% |
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