+3,759.0%
FIX vs RVTY
+219.6%
+3,539.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.6% | +5.2% |
| 7D | +6.4% | -0.7% | +7.2% | +7.1% |
| 30D | -29.1% | +1.7% | -30.8% | -29.2% |
| 3M | -31.1% | +36.8% | -68.0% | -39.1% |
| 6M | -42.8% | +60.1% | -102.9% | -52.8% |
| YTD | +24.6% | +64.0% | -39.3% | +0.8% |
| 1Y | +21.9% | +68.2% | -46.3% | -2.4% |
| 3Y | +524.9% | +88.8% | +436.1% | +361.7% |
| 5Y | +1,092.2% | -10.5% | +1,102.7% | +1,063.3% |
| 10Y | +3,759.0% | +219.7% | +3,539.3% | +1,801.6% |
| All | +3,759.0% | +219.6% | +3,539.5% | +1,801.6% |
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