+12,471.5%
FIX vs RVTY
+1,629.9%
+10,841.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +6.0% | +1.1% | +4.9% | +5.7% |
| 30D | -7.2% | +13.2% | -20.5% | -10.6% |
| 3M | -15.9% | +27.2% | -43.1% | -21.9% |
| 6M | +12.7% | +32.4% | -19.7% | +3.1% |
| YTD | +72.8% | +34.9% | +37.9% | +56.6% |
| 1Y | +122.9% | +52.4% | +70.5% | +94.9% |
| 3Y | +774.3% | +12.3% | +762.0% | +714.0% |
| 5Y | +2,049.5% | -30.8% | +2,080.3% | +2,154.0% |
| 10Y | +5,821.5% | +150.7% | +5,670.8% | +4,187.1% |
| All | +12,471.5% | +1,629.9% | +10,841.6% | +6,164.0% |
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