+906.2%
FN vs RVTY
+150.6%
+755.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.5% | +3.3% |
| 7D | -1.7% | +1.1% | -2.8% | -2.2% |
| 30D | -22.0% | +13.2% | -35.2% | -26.2% |
| 3M | -43.0% | +27.2% | -70.3% | -49.4% |
| 6M | -27.7% | +32.4% | -60.2% | -37.5% |
| YTD | -10.5% | +34.9% | -45.4% | -23.8% |
| 1Y | +12.5% | +52.4% | -39.9% | -9.8% |
| 3Y | +153.8% | +12.3% | +141.5% | +125.9% |
| 5Y | +288.0% | -30.8% | +318.8% | +325.4% |
| All | +906.2% | +150.6% | +755.5% | +418.3% |
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