+755.5%
FN vs RVTY
+216.9%
+538.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.8% | -3.3% | -3.8% |
| 7D | +20.8% | +4.1% | +16.7% | +18.9% |
| 30D | -17.3% | +1.3% | -18.6% | -16.9% |
| 3M | -38.1% | +33.3% | -71.4% | -45.3% |
| 6M | -44.2% | +58.3% | -102.5% | -54.9% |
| YTD | -22.3% | +62.7% | -85.0% | -38.7% |
| 1Y | -20.9% | +67.2% | -88.2% | -38.5% |
| 3Y | +111.1% | +87.3% | +23.8% | +50.4% |
| 5Y | +191.8% | -13.4% | +205.3% | +190.6% |
| All | +755.5% | +216.9% | +538.6% | +324.4% |
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