+391.7%
FLR vs RVTY
+351.8%
+39.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | +5.1% | -2.7% | +7.8% | +6.3% |
| 30D | -0.5% | +3.2% | -3.7% | -1.8% |
| 3M | -3.5% | +37.2% | -40.7% | -15.4% |
| 6M | +16.5% | +57.7% | -41.2% | -4.2% |
| YTD | +27.3% | +64.8% | -37.6% | +1.8% |
| 1Y | +10.6% | +72.8% | -62.2% | -13.3% |
| 3Y | +39.4% | +89.8% | -50.4% | +1.7% |
| 5Y | +126.4% | -8.4% | +134.8% | +111.9% |
| 10Y | +8.4% | +219.5% | -211.1% | -40.6% |
| All | +391.7% | +351.8% | +39.9% | +92.6% |
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