+93.9%
FTV vs RVTY
+156.4%
-62.5%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.8% |
| 7D | -4.5% | +1.1% | -5.6% | -4.9% |
| 30D | -7.1% | +13.2% | -20.3% | -11.7% |
| 3M | -7.2% | +27.2% | -34.4% | -16.3% |
| 6M | -1.5% | +32.4% | -33.9% | -13.6% |
| YTD | +3.5% | +34.9% | -31.4% | -10.4% |
| 1Y | +20.3% | +52.4% | -32.0% | -1.6% |
| 3Y | -3.1% | +12.3% | -15.4% | -12.9% |
| 5Y | +2.3% | -30.8% | +33.2% | +12.0% |
| 10Y | +76.3% | +150.7% | -74.4% | -3.0% |
| All | +93.9% | +156.4% | -62.5% | +4.5% |
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 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