+221.2%
RVTY vs FIVN
+92.2%
+129.0%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | +4.1% | -17.4% | +21.5% | +7.7% |
| 30D | +1.3% | -20.4% | +21.7% | +5.4% |
| 3M | +33.3% | -9.6% | +42.9% | +34.3% |
| 6M | +58.3% | +34.7% | +23.6% | +43.8% |
| YTD | +62.7% | +40.6% | +22.1% | +43.1% |
| 1Y | +67.2% | +34.3% | +32.9% | +48.4% |
| 3Y | +87.3% | -55.5% | +142.8% | +103.6% |
| 5Y | -13.4% | -82.5% | +69.0% | +8.9% |
| All | +221.2% | +92.2% | +129.0% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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