+1,049.0%
FIX vs RVTY
-7.6%
+1,056.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.4% | -0.3% |
| 7D | -13.9% | -2.7% | -11.3% | -12.8% |
| 30D | -35.5% | +3.2% | -38.8% | -35.9% |
| 3M | -33.9% | +37.2% | -71.1% | -40.5% |
| 6M | -43.3% | +57.7% | -101.0% | -51.6% |
| YTD | +18.7% | +64.8% | -46.2% | -1.1% |
| 1Y | +13.8% | +72.8% | -59.1% | -6.8% |
| 3Y | +495.0% | +89.8% | +405.2% | +363.6% |
| 5Y | +1,049.0% | -8.4% | +1,057.5% | +1,011.8% |
| All | +1,049.0% | -7.6% | +1,056.7% | +1,011.8% |
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