-80.3%
FIG vs RVTY
+41.6%
-121.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.4% | -3.3% | -5.0% |
| 7D | -16.4% | +0.4% | -16.7% | -16.5% |
| 30D | -2.3% | +10.8% | -13.2% | -4.7% |
| 3M | +7.8% | +26.8% | -19.0% | -0.2% |
| 6M | -21.8% | +39.3% | -61.2% | -30.8% |
| YTD | -39.1% | +31.6% | -70.7% | -44.6% |
| 1Y | -56.6% | +47.7% | -104.3% | -62.1% |
| All | -80.3% | +41.6% | -121.9% | -82.4% |
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 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