+743.6%
FN vs RVTY
+206.3%
+537.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.8% | +8.8% | +10.4% |
| 7D | 0.0% | -1.2% | +1.2% | +1.2% |
| 30D | -34.3% | +1.0% | -35.3% | -34.0% |
| 3M | -39.9% | +35.8% | -75.7% | -47.3% |
| 6M | -51.8% | +56.7% | -108.5% | -61.0% |
| YTD | -28.1% | +60.7% | -88.9% | -43.1% |
| 1Y | -29.1% | +73.7% | -102.8% | -45.8% |
| 3Y | +102.4% | +82.8% | +19.7% | +45.9% |
| 5Y | +171.7% | -7.0% | +178.7% | +159.6% |
| All | +743.6% | +206.3% | +537.2% | +348.8% |
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