-61.0%
FND vs RVTY
-32.1%
-28.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.4% | -2.2% | -3.1% |
| 7D | +0.4% | +0.4% | 0.0% | +0.1% |
| 30D | -23.6% | +10.8% | -34.4% | -28.7% |
| 3M | +4.3% | +26.8% | -22.4% | -11.1% |
| 6M | -20.3% | +39.3% | -59.6% | -36.6% |
| YTD | -21.3% | +31.6% | -52.9% | -35.6% |
| 1Y | -45.4% | +47.7% | -93.1% | -58.7% |
| 3Y | -48.9% | +19.9% | -68.8% | -57.0% |
| 5Y | -61.0% | -32.3% | -28.7% | -53.0% |
| All | -61.0% | -32.1% | -28.9% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling