-22.6%
FPS vs RVTY
+55.5%
-78.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -2.5% | -14.8% | -16.1% |
| 7D | -23.3% | -3.6% | -19.8% | -22.0% |
| 30D | -42.4% | +1.4% | -43.8% | -42.4% |
| 3M | -43.0% | +43.2% | -86.2% | -49.6% |
| 6M | -44.5% | +84.5% | -129.0% | -57.0% |
| All | -22.6% | +55.5% | -78.1% | -36.9% |
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