-63.3%
FND vs RVTY
-15.1%
-48.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.2% |
| 7D | -6.8% | -0.5% | -6.4% | -6.5% |
| 30D | +8.0% | +1.5% | +6.4% | +6.3% |
| 3M | -18.9% | +31.5% | -50.4% | -33.2% |
| 6M | +4.7% | +62.7% | -58.0% | -25.3% |
| YTD | -21.6% | +60.0% | -81.5% | -44.2% |
| 1Y | -22.0% | +65.7% | -87.7% | -45.8% |
| 3Y | -40.4% | +85.2% | -125.6% | -62.1% |
| All | -63.3% | -15.1% | -48.2% | -62.2% |
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