+14.5%
FIX vs RVTY
+76.6%
-62.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.6% | +5.8% | +8.1% |
| 7D | -7.2% | +6.0% | -13.3% | -8.4% |
| 30D | -35.1% | +4.3% | -39.4% | -35.5% |
| 3M | -34.3% | +40.2% | -74.5% | -39.8% |
| 6M | -42.9% | +59.3% | -102.2% | -49.9% |
| YTD | +19.5% | +66.5% | -47.1% | -2.6% |
| All | +14.5% | +76.6% | -62.1% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling