+7,843.3%
FIX vs RVTY
+1,961.5%
+5,881.9%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.6% | +4.6% |
| 7D | -17.5% | -1.2% | -16.3% | -16.9% |
| 30D | -41.6% | +1.0% | -42.6% | -41.5% |
| 3M | -40.6% | +35.8% | -76.4% | -45.7% |
| 6M | -49.4% | +56.7% | -106.1% | -55.9% |
| YTD | +9.2% | +60.7% | -51.5% | -6.0% |
| 1Y | +6.5% | +73.7% | -67.2% | -10.5% |
| 3Y | +448.7% | +82.8% | +366.0% | +347.4% |
| 5Y | +948.7% | -7.0% | +955.7% | +910.4% |
| 10Y | +3,659.7% | +212.3% | +3,447.4% | +2,456.6% |
| All | +7,843.3% | +1,961.5% | +5,881.9% | +3,659.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling