+226.1%
FIS vs RVTY
+533.5%
-307.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.6% | -5.0% | -2.4% |
| 7D | -29.4% | +6.0% | -35.4% | -30.6% |
| 30D | -16.7% | +4.3% | -21.0% | -17.9% |
| 3M | -33.0% | +40.2% | -73.2% | -39.5% |
| 6M | -33.3% | +59.3% | -92.6% | -42.3% |
| YTD | -56.0% | +66.5% | -122.5% | -62.7% |
| 1Y | -54.6% | +77.5% | -132.1% | -62.2% |
| 3Y | -40.6% | +92.5% | -133.1% | -52.9% |
| 5Y | -71.9% | -6.8% | -65.1% | -73.1% |
| 10Y | -55.3% | +225.4% | -280.7% | -70.3% |
| All | +226.1% | +533.5% | -307.4% | +57.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling