-70.8%
FIS vs RVTY
-15.1%
-55.7%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.8% | +4.6% |
| 7D | +2.8% | -0.5% | +3.3% | +2.9% |
| 30D | -16.7% | +1.5% | -18.3% | -17.3% |
| 3M | -32.3% | +31.5% | -63.7% | -38.1% |
| 6M | -29.1% | +62.7% | -91.7% | -39.8% |
| YTD | -54.1% | +60.0% | -114.1% | -61.2% |
| 1Y | -53.7% | +65.7% | -119.4% | -61.3% |
| 3Y | -38.8% | +85.2% | -124.1% | -52.9% |
| All | -70.8% | -15.1% | -55.7% | -72.2% |
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