-18.5%
FN vs RVTY
+66.4%
-84.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -1.7% | -5.6% | -6.7% |
| 7D | +0.3% | -0.5% | +0.7% | +0.6% |
| 30D | -16.5% | +1.5% | -18.1% | -15.9% |
| 3M | -42.1% | +31.5% | -73.6% | -44.3% |
| 6M | -52.9% | +62.7% | -115.6% | -57.3% |
| YTD | -28.0% | +60.0% | -87.9% | -35.5% |
| 1Y | -18.5% | +65.7% | -84.2% | -28.1% |
| All | -18.5% | +66.4% | -84.9% | -28.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling