+85.2%
RVTY vs FGI
-16.0%
+101.2%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -25.2% | +23.5% | -1.4% |
| 7D | -0.5% | -14.4% | +13.9% | -0.3% |
| 30D | +1.5% | -11.8% | +13.3% | +1.6% |
| 3M | +31.5% | -46.2% | +77.7% | +32.1% |
| 6M | +62.7% | +5.2% | +57.5% | +61.6% |
| YTD | +60.0% | +10.5% | +49.4% | +58.0% |
| 1Y | +65.7% | +25.5% | +40.2% | +63.4% |
| 3Y | +85.2% | -16.0% | +101.2% | +91.1% |
| All | +85.2% | -16.0% | +101.2% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling