-40.9%
FIS vs RVTY
+134.6%
-175.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.5% |
| 7D | -9.1% | -5.4% | -3.7% | -7.2% |
| 30D | -10.4% | +6.7% | -17.2% | -12.6% |
| 3M | -3.7% | +19.0% | -22.7% | -10.0% |
| 6M | -24.8% | +34.6% | -59.4% | -33.3% |
| YTD | -41.6% | +28.3% | -69.8% | -47.5% |
| 1Y | -42.7% | +46.0% | -88.8% | -51.2% |
| 3Y | -26.2% | +16.9% | -43.1% | -34.4% |
| 5Y | -66.1% | -32.9% | -33.2% | -63.1% |
| 10Y | -40.9% | +141.6% | -182.5% | -64.1% |
| All | -40.9% | +134.6% | -175.4% | -64.1% |
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