-58.7%
FIG vs RVTY
+43.7%
-102.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.5% | -0.7% | -2.4% |
| 7D | -14.5% | -5.4% | -9.0% | -12.8% |
| 30D | -13.3% | +6.7% | -20.1% | -15.0% |
| 3M | +7.4% | +19.0% | -11.6% | +0.2% |
| 6M | -27.8% | +34.6% | -62.4% | -37.3% |
| YTD | -41.1% | +28.3% | -69.4% | -47.7% |
| 1Y | -58.7% | +46.0% | -104.8% | -66.0% |
| All | -58.7% | +43.7% | -102.4% | -66.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling