+348.1%
FERG vs RVTY
+139.0%
+209.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.4% |
| 7D | -1.0% | -7.4% | +6.4% | +0.9% |
| 30D | -11.8% | +4.5% | -16.3% | -12.9% |
| 3M | -1.2% | +19.5% | -20.7% | -6.0% |
| 6M | -2.3% | +34.1% | -36.4% | -10.2% |
| YTD | +0.8% | +25.3% | -24.5% | -6.0% |
| 1Y | +0.5% | +47.0% | -46.5% | -10.1% |
| 3Y | +51.4% | +14.1% | +37.2% | +41.8% |
| 5Y | +67.5% | -34.6% | +102.1% | +72.0% |
| All | +348.1% | +139.0% | +209.1% | +281.7% |
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 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