+3.4%
FTV vs RVTY
-32.1%
+35.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.7% | +0.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.6% |
| 30D | -8.3% | +10.8% | -19.1% | -11.6% |
| 3M | -7.4% | +26.8% | -34.2% | -15.2% |
| 6M | -1.2% | +39.3% | -40.5% | -13.4% |
| YTD | +2.7% | +31.6% | -28.9% | -8.5% |
| 1Y | +18.4% | +47.7% | -29.3% | +0.5% |
| 3Y | -2.0% | +19.9% | -22.0% | -12.6% |
| 5Y | +3.4% | -32.3% | +35.8% | +10.5% |
| All | +3.4% | -32.1% | +35.5% | +10.5% |
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