-22.0%
FND vs RVTY
+66.4%
-88.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.5% |
| 7D | -6.8% | -0.5% | -6.4% | -6.6% |
| 30D | +8.0% | +1.5% | +6.4% | +6.8% |
| 3M | -18.9% | +31.5% | -50.4% | -30.3% |
| 6M | +4.7% | +62.7% | -58.0% | -21.3% |
| YTD | -21.6% | +60.0% | -81.5% | -41.7% |
| 1Y | -22.0% | +65.7% | -87.7% | -44.1% |
| All | -22.0% | +66.4% | -88.4% | -44.1% |
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