+3,644.4%
FIX vs RVTY
+212.9%
+3,431.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.3% |
| 7D | -13.9% | -2.7% | -11.3% | -12.7% |
| 30D | -35.5% | +3.2% | -38.8% | -36.0% |
| 3M | -33.9% | +37.2% | -71.1% | -41.6% |
| 6M | -43.3% | +57.7% | -101.0% | -52.9% |
| YTD | +18.7% | +64.8% | -46.2% | -4.2% |
| 1Y | +13.8% | +72.8% | -59.1% | -10.0% |
| 3Y | +495.0% | +89.8% | +405.2% | +338.7% |
| 5Y | +1,049.0% | -8.4% | +1,057.5% | +1,009.5% |
| 10Y | +3,644.4% | +219.5% | +3,425.0% | +1,761.9% |
| All | +3,644.4% | +212.9% | +3,431.5% | +1,761.9% |
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