+82.5%
FTV vs RVTY
+134.6%
-52.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.2% |
| 7D | -1.3% | -5.4% | +4.1% | +0.9% |
| 30D | -9.5% | +6.7% | -16.3% | -12.0% |
| 3M | -10.9% | +19.0% | -29.9% | -17.5% |
| 6M | -0.6% | +34.6% | -35.3% | -13.5% |
| YTD | +1.4% | +28.3% | -26.8% | -10.4% |
| 1Y | +17.6% | +46.0% | -28.4% | -2.2% |
| 3Y | -3.3% | +16.9% | -20.1% | -14.9% |
| 5Y | -0.1% | -32.9% | +32.8% | +10.5% |
| 10Y | +82.5% | +141.6% | -59.1% | +1.2% |
| All | +82.5% | +134.6% | -52.1% | +1.2% |
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