+131.2%
FTV vs RVTY
+211.8%
-80.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.8% | +0.4% |
| 7D | -0.7% | -0.7% | +0.1% | -0.4% |
| 30D | +18.3% | +1.7% | +16.6% | +17.2% |
| 3M | +10.2% | +36.8% | -26.6% | -3.6% |
| 6M | +12.8% | +60.1% | -47.3% | -8.2% |
| YTD | +23.4% | +64.0% | -40.6% | -1.8% |
| 1Y | +31.4% | +68.2% | -36.8% | +3.3% |
| 3Y | +38.7% | +88.8% | -50.1% | -0.3% |
| 5Y | +18.6% | -10.5% | +29.1% | +15.9% |
| 10Y | +110.1% | +219.7% | -109.5% | +3.6% |
| All | +131.2% | +211.8% | -80.5% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling