-83.7%
FIG vs RVTY
+72.9%
-156.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.2% |
| 7D | -13.1% | -1.2% | -11.9% | -12.8% |
| 30D | -13.0% | +1.0% | -14.0% | -13.1% |
| 3M | -21.5% | +35.8% | -57.4% | -27.5% |
| 6M | -2.5% | +56.7% | -59.2% | -15.1% |
| YTD | -49.7% | +60.7% | -110.4% | -56.6% |
| 1Y | -59.1% | +73.7% | -132.8% | -65.3% |
| All | -83.7% | +72.9% | -156.6% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling