+4,079.4%
FFIV vs RVTY
+1,235.5%
+2,843.8%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.8% | -3.1% | -1.6% |
| 7D | -8.1% | -1.2% | -6.9% | -7.7% |
| 30D | -33.4% | +1.0% | -34.4% | -33.9% |
| 3M | -24.7% | +35.8% | -60.6% | -35.7% |
| 6M | -8.8% | +56.7% | -65.6% | -28.3% |
| YTD | +21.8% | +60.7% | -38.9% | -6.9% |
| 1Y | +25.3% | +73.7% | -48.4% | -8.1% |
| 3Y | +101.2% | +82.8% | +18.4% | +36.1% |
| 5Y | +40.2% | -7.0% | +47.2% | +28.6% |
| 10Y | +129.0% | +212.3% | -83.3% | +6.1% |
| All | +4,079.4% | +1,235.5% | +2,843.8% | +290.4% |
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 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