+792.2%
FN vs RVTY
+219.4%
+572.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.5% | +6.4% | +6.1% |
| 7D | +8.0% | -0.7% | +8.8% | +8.9% |
| 30D | -19.1% | +1.7% | -20.9% | -19.0% |
| 3M | -29.8% | +36.8% | -66.6% | -38.6% |
| 6M | -43.2% | +60.1% | -103.3% | -54.3% |
| YTD | -18.9% | +64.0% | -82.9% | -36.3% |
| 1Y | -17.9% | +68.2% | -86.1% | -36.3% |
| 3Y | +120.1% | +88.8% | +31.3% | +56.3% |
| 5Y | +206.7% | -10.5% | +217.2% | +200.2% |
| All | +792.2% | +219.4% | +572.8% | +341.0% |
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 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