+376.5%
FIS vs RVTY
+413.0%
-36.5%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | +1.1% | +1.1% | 0.0% | +0.8% |
| 30D | -2.2% | +13.2% | -15.4% | -5.7% |
| 3M | +2.1% | +27.2% | -25.1% | -5.2% |
| 6M | -14.7% | +32.4% | -47.1% | -22.2% |
| YTD | -35.7% | +34.9% | -70.6% | -41.8% |
| 1Y | -37.1% | +52.4% | -89.4% | -45.2% |
| 3Y | -20.0% | +12.3% | -32.3% | -26.0% |
| 5Y | -62.1% | -30.8% | -31.3% | -60.3% |
| 10Y | -37.4% | +150.7% | -188.1% | -54.9% |
| All | +376.5% | +413.0% | -36.5% | +145.7% |
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