+126.7%
FFIV vs RVTY
+219.6%
-92.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | -32.4% | +1.7% | -34.2% | -33.0% |
| 3M | -22.7% | +36.8% | -59.5% | -31.7% |
| 6M | -10.7% | +60.1% | -70.8% | -26.4% |
| YTD | +25.4% | +64.0% | -38.6% | +1.2% |
| 1Y | +34.2% | +68.2% | -34.0% | +7.0% |
| 3Y | +101.2% | +88.8% | +12.4% | +45.2% |
| 5Y | +42.0% | -10.5% | +52.5% | +40.3% |
| 10Y | +126.7% | +219.7% | -93.0% | +18.4% |
| All | +126.7% | +219.6% | -92.8% | +18.4% |
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