+141.9%
FFIV vs RVTY
+18.2%
+123.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -1.0% | +1.1% | -2.1% | -1.2% |
| 30D | -5.1% | +13.2% | -18.3% | -7.5% |
| 3M | -4.5% | +27.2% | -31.7% | -9.7% |
| 6M | +36.5% | +32.4% | +4.1% | +27.2% |
| YTD | +53.0% | +34.9% | +18.1% | +41.5% |
| 1Y | +24.2% | +52.4% | -28.2% | +11.2% |
| All | +141.9% | +18.2% | +123.7% | +126.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling