-5.9%
RVTY vs FGI
-66.3%
+60.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.2% | -7.0% | -0.9% |
| 7D | +4.1% | +13.5% | -9.4% | +3.9% |
| 30D | +1.3% | +17.1% | -15.8% | +1.1% |
| 3M | +33.3% | +78.0% | -44.8% | +31.0% |
| 6M | +58.3% | +46.4% | +11.9% | +55.8% |
| YTD | +62.7% | +47.7% | +15.0% | +58.6% |
| 1Y | +67.2% | +56.8% | +10.4% | +62.4% |
| 3Y | +87.3% | +12.3% | +75.0% | +81.3% |
| All | -5.9% | -66.3% | +60.4% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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