+1,348.4%
FERG vs RVTY
+588.8%
+759.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.3% | +2.6% | +2.4% |
| 7D | 0.0% | +1.1% | -1.1% | -0.2% |
| 30D | -10.2% | +13.2% | -23.4% | -12.3% |
| 3M | -0.6% | +27.2% | -27.8% | -5.1% |
| 6M | -6.5% | +32.4% | -38.9% | -11.7% |
| YTD | +4.2% | +34.9% | -30.7% | -2.1% |
| 1Y | -2.3% | +52.4% | -54.6% | -10.2% |
| 3Y | +48.5% | +12.3% | +36.2% | +41.8% |
| 5Y | +72.0% | -30.8% | +102.8% | +72.0% |
| 10Y | +369.9% | +150.7% | +219.2% | +332.4% |
| All | +1,348.4% | +588.8% | +759.6% | +1,191.8% |
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 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