+2,943.1%
FN vs RVTY
+685.3%
+2,257.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +2.8% | +8.8% | +10.3% |
| 7D | 0.0% | -1.2% | +1.2% | +1.3% |
| 30D | -34.3% | +1.0% | -35.3% | -34.0% |
| 3M | -39.9% | +35.8% | -75.7% | -48.2% |
| 6M | -51.8% | +56.7% | -108.5% | -61.9% |
| YTD | -28.1% | +60.7% | -88.9% | -44.7% |
| 1Y | -29.1% | +73.7% | -102.8% | -47.6% |
| 3Y | +102.4% | +82.8% | +19.7% | +40.1% |
| 5Y | +171.7% | -7.0% | +178.7% | +156.1% |
| 10Y | +773.5% | +212.3% | +561.2% | +276.4% |
| All | +2,943.1% | +685.3% | +2,257.8% | +594.5% |
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