-21.7%
FN vs RVTY
+76.6%
-98.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +3.6% | +8.2% | +10.6% |
| 7D | +16.3% | +6.0% | +10.3% | +15.1% |
| 30D | -24.7% | +4.3% | -29.0% | -25.1% |
| 3M | -34.9% | +40.2% | -75.2% | -38.5% |
| 6M | -41.1% | +59.3% | -100.4% | -46.5% |
| YTD | -19.6% | +66.5% | -86.2% | -29.3% |
| All | -21.7% | +76.6% | -98.3% | -28.8% |
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 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