+447.4%
FLR vs RVTY
+269.6%
+177.8%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +5.4% | +1.1% | +4.3% | +4.9% |
| 30D | +11.4% | +13.2% | -1.8% | +5.9% |
| 3M | +11.4% | +27.2% | -15.8% | +0.6% |
| 6M | +16.6% | +32.4% | -15.8% | +2.7% |
| YTD | +41.7% | +34.9% | +6.8% | +23.4% |
| 1Y | +35.4% | +52.4% | -16.9% | +11.9% |
| 3Y | +57.3% | +12.3% | +45.0% | +41.2% |
| 5Y | +241.0% | -30.8% | +271.8% | +258.3% |
| 10Y | +16.6% | +150.7% | -134.0% | -29.4% |
| All | +447.4% | +269.6% | +177.8% | +133.5% |
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