-75.0%
FRSH vs RVTY
-32.2%
-42.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.8% | -2.6% | -1.3% |
| 7D | -6.6% | -4.5% | -2.1% | -4.2% |
| 30D | +2.1% | +5.5% | -3.4% | -1.0% |
| 3M | +29.0% | +22.5% | +6.4% | +13.6% |
| 6M | +48.6% | +38.9% | +9.7% | +19.5% |
| YTD | -2.9% | +28.7% | -31.7% | -18.2% |
| 1Y | -7.9% | +45.5% | -53.4% | -28.6% |
| 3Y | -46.5% | +16.4% | -62.9% | -55.4% |
| All | -75.0% | -32.2% | -42.8% | -68.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling