+225.8%
FIS vs RVTY
+527.1%
-301.3%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.2% |
| 7D | -27.4% | -2.7% | -24.7% | -26.8% |
| 30D | -16.8% | +3.2% | -20.1% | -17.8% |
| 3M | -32.6% | +37.2% | -69.8% | -38.9% |
| 6M | -33.4% | +57.7% | -91.1% | -42.2% |
| YTD | -56.0% | +64.8% | -120.9% | -62.6% |
| 1Y | -55.1% | +72.8% | -127.9% | -62.4% |
| 3Y | -41.4% | +89.8% | -131.2% | -53.3% |
| 5Y | -72.7% | -8.4% | -64.2% | -73.7% |
| 10Y | -55.5% | +219.5% | -274.9% | -70.2% |
| All | +225.8% | +527.1% | -301.3% | +57.7% |
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