+8.9%
FOXA vs RVTY
+74.0%
-65.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +4.1% |
| 7D | +9.9% | -3.6% | +13.4% | +10.0% |
| 30D | +10.0% | +1.4% | +8.6% | +9.7% |
| 3M | +18.4% | +43.2% | -24.8% | +14.9% |
| 6M | +12.2% | +84.5% | -72.3% | +4.5% |
| YTD | -3.8% | +65.2% | -69.0% | -7.5% |
| 1Y | +8.9% | +74.3% | -65.4% | +4.9% |
| All | +8.9% | +74.0% | -65.0% | +4.9% |
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