-7.1%
RVTY vs FGI
-70.6%
+63.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.8% | +3.6% | +2.8% |
| 7D | -1.2% | -7.0% | +5.7% | -1.1% |
| 30D | +1.0% | -4.2% | +5.3% | +1.1% |
| 3M | +35.8% | +55.6% | -19.8% | +33.7% |
| 6M | +56.7% | -3.2% | +59.9% | +55.3% |
| YTD | +60.7% | +29.1% | +31.6% | +57.0% |
| 1Y | +73.7% | +51.0% | +22.7% | +68.7% |
| 3Y | +82.8% | +1.5% | +81.2% | +76.9% |
| All | -7.1% | -70.6% | +63.5% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling