+2,105.4%
FIX vs RVTY
-30.5%
+2,136.0%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.1% |
| 3M | -15.9% | +27.2% | -43.1% | -22.8% |
| 6M | +12.7% | +32.4% | -19.7% | +1.5% |
| YTD | +72.8% | +34.9% | +37.9% | +53.6% |
| 1Y | +122.9% | +52.4% | +70.5% | +90.1% |
| 3Y | +774.3% | +12.3% | +762.0% | +702.3% |
| All | +2,105.4% | -30.5% | +2,136.0% | +2,155.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling