+377.4%
FLR vs RVTY
+338.4%
+39.0%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | +5.4% | -0.5% | +5.8% | +5.6% |
| 30D | +2.8% | +1.5% | +1.3% | +2.2% |
| 3M | -6.4% | +31.5% | -37.9% | -16.6% |
| 6M | +8.8% | +62.7% | -53.9% | -11.6% |
| YTD | +23.6% | +60.0% | -36.4% | 0.0% |
| 1Y | +13.8% | +65.7% | -51.9% | -9.4% |
| 3Y | +36.5% | +85.2% | -48.7% | +0.6% |
| 5Y | +119.3% | -14.9% | +134.2% | +111.5% |
| 10Y | +8.0% | +211.9% | -203.9% | -40.3% |
| All | +377.4% | +338.4% | +39.0% | +89.2% |
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