+93.0%
FOXA vs RVTY
-34.5%
+127.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.3% | +4.4% | +2.6% |
| 7D | -3.7% | -7.4% | +3.7% | -2.2% |
| 30D | +5.4% | +4.5% | +0.9% | +4.2% |
| 3M | -3.7% | +19.5% | -23.2% | -7.7% |
| 6M | +12.6% | +34.1% | -21.6% | +4.3% |
| YTD | -10.0% | +25.3% | -35.2% | -15.4% |
| 1Y | +15.0% | +47.0% | -32.0% | +3.2% |
| 3Y | +115.1% | +14.1% | +101.0% | +100.7% |
| 5Y | +93.0% | -34.6% | +127.6% | +100.5% |
| All | +93.0% | -34.5% | +127.5% | +100.5% |
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