-23.6%
FPS vs RVTY
+53.2%
-76.8%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.8% | -9.1% | -9.4% |
| 7D | +21.6% | +4.1% | +17.5% | +19.3% |
| 30D | -38.8% | +1.3% | -40.1% | -38.0% |
| 3M | -42.1% | +33.3% | -75.4% | -46.8% |
| 6M | -48.5% | +58.3% | -106.8% | -56.3% |
| All | -23.6% | +53.2% | -76.8% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling