+2,625.3%
FN vs RVTY
+663.6%
+1,961.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -5.4% | -8.9% | -11.6% |
| 7D | -16.0% | -9.0% | -7.0% | -11.4% |
| 30D | -40.1% | -1.6% | -38.5% | -39.2% |
| 3M | -43.9% | +31.2% | -75.1% | -50.9% |
| 6M | -55.6% | +63.6% | -119.2% | -65.8% |
| YTD | -35.7% | +56.3% | -91.9% | -49.8% |
| 1Y | -39.8% | +63.3% | -103.2% | -54.2% |
| 3Y | +80.3% | +72.4% | +7.8% | +28.3% |
| 5Y | +143.3% | -9.6% | +152.9% | +132.2% |
| 10Y | +682.3% | +203.7% | +478.6% | +241.3% |
| All | +2,625.3% | +663.6% | +1,961.7% | +529.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling