+225.5%
FFIV vs RVTY
+140.1%
+85.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | +0.7% |
| 7D | -1.5% | +0.4% | -1.9% | -1.7% |
| 30D | -2.7% | +10.8% | -13.5% | -6.5% |
| 3M | -1.7% | +26.8% | -28.4% | -10.9% |
| 6M | +36.1% | +39.3% | -3.2% | +17.7% |
| YTD | +52.6% | +31.6% | +21.0% | +34.3% |
| 1Y | +21.5% | +47.7% | -26.2% | +1.4% |
| 3Y | +142.7% | +19.9% | +122.8% | +110.3% |
| 5Y | +92.6% | -32.3% | +124.9% | +113.0% |
| 10Y | +225.5% | +138.4% | +87.1% | +87.8% |
| All | +225.5% | +140.1% | +85.4% | +87.8% |
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 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