-83.2%
FIG vs RVTY
+79.2%
-162.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.6% | -0.5% | +2.2% |
| 7D | -12.6% | +6.0% | -18.6% | -13.8% |
| 30D | -13.8% | +4.3% | -18.1% | -14.6% |
| 3M | -16.7% | +40.2% | -56.9% | -23.7% |
| 6M | -6.1% | +59.3% | -65.4% | -18.4% |
| YTD | -48.1% | +66.5% | -114.6% | -55.7% |
| 1Y | -56.2% | +77.5% | -133.6% | -63.0% |
| All | -83.2% | +79.2% | -162.4% | -85.9% |
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 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