+102.4%
FN vs RVTY
+78.0%
+24.5%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.8% | +8.8% | +10.5% |
| 7D | 0.0% | -1.2% | +1.2% | +1.0% |
| 30D | -34.3% | +1.0% | -35.3% | -34.0% |
| 3M | -39.9% | +35.8% | -75.7% | -45.9% |
| 6M | -51.8% | +56.7% | -108.5% | -59.6% |
| YTD | -28.1% | +60.7% | -88.9% | -41.0% |
| 1Y | -29.1% | +73.7% | -102.8% | -43.7% |
| 3Y | +102.4% | +82.8% | +19.7% | +53.3% |
| All | +102.4% | +78.0% | +24.5% | +53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling