+7,433.0%
FIX vs RVTY
+1,904.6%
+5,528.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -5.4% | -6.2% | -10.0% |
| 7D | -27.2% | -9.0% | -18.2% | -25.0% |
| 30D | -46.9% | -1.6% | -45.4% | -46.5% |
| 3M | -44.4% | +31.2% | -75.6% | -48.7% |
| 6M | -50.9% | +63.6% | -114.5% | -57.8% |
| YTD | +3.5% | +56.3% | -52.7% | -10.2% |
| 1Y | -2.1% | +63.3% | -65.4% | -16.2% |
| 3Y | +418.7% | +72.4% | +346.3% | +329.9% |
| 5Y | +894.6% | -9.6% | +904.1% | +865.8% |
| 10Y | +3,465.5% | +203.7% | +3,261.8% | +2,343.6% |
| All | +7,433.0% | +1,904.6% | +5,528.4% | +3,493.0% |
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