-4.7%
RVTY vs FGI
-70.0%
+65.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.7% | -4.1% | +1.4% | -2.6% |
| 30D | +3.2% | -3.4% | +6.6% | +3.3% |
| 3M | +37.2% | +61.8% | -24.6% | +35.0% |
| 6M | +57.7% | +17.0% | +40.7% | +55.8% |
| YTD | +64.8% | +31.4% | +33.4% | +61.0% |
| 1Y | +72.8% | +42.7% | +30.2% | +68.1% |
| 3Y | +89.8% | -0.1% | +89.9% | +84.1% |
| All | -4.7% | -70.0% | +65.4% | -5.4% |
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