+777.0%
FIX vs RVTY
+12.6%
+764.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +6.0% | +1.1% | +4.9% | +5.6% |
| 30D | -7.2% | +13.2% | -20.5% | -11.0% |
| 3M | -15.9% | +27.2% | -43.1% | -22.6% |
| 6M | +12.7% | +32.4% | -19.7% | +1.6% |
| YTD | +72.8% | +34.9% | +37.9% | +53.7% |
| 1Y | +122.9% | +52.4% | +70.5% | +90.7% |
| All | +777.0% | +12.6% | +764.3% | +719.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling