+4.1%
FLR vs RVTY
+216.9%
-212.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | +10.1% | +4.1% | +6.0% | +8.5% |
| 30D | -0.5% | +1.3% | -1.8% | -1.0% |
| 3M | -4.8% | +33.3% | -38.1% | -15.5% |
| 6M | +10.7% | +58.3% | -47.6% | -9.0% |
| YTD | +25.0% | +62.7% | -37.7% | +0.4% |
| 1Y | +8.3% | +67.2% | -58.9% | -14.2% |
| 3Y | +36.8% | +87.3% | -50.5% | -0.8% |
| 5Y | +121.8% | -13.4% | +135.2% | +116.5% |
| All | +4.1% | +216.9% | -212.8% | -54.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling