+8.6%
FOXA vs RVTY
+57.1%
-48.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.4% |
| 7D | -4.0% | +1.1% | -5.1% | -4.0% |
| 30D | +12.0% | +13.2% | -1.2% | +11.1% |
| 3M | +0.3% | +27.2% | -27.0% | -1.6% |
| 6M | +12.5% | +32.4% | -19.9% | +9.8% |
| YTD | -9.6% | +34.9% | -44.5% | -11.2% |
| 1Y | +8.6% | +52.4% | -43.8% | +3.2% |
| All | +8.6% | +57.1% | -48.5% | +3.2% |
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 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