+253.3%
RVTY vs FIVN
+243.6%
+9.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.1% |
| 7D | -0.5% | -2.8% | +2.4% | +0.1% |
| 30D | +1.5% | -17.4% | +18.9% | +4.6% |
| 3M | +31.5% | -19.2% | +50.6% | +35.3% |
| 6M | +62.7% | +29.4% | +33.3% | +50.7% |
| YTD | +60.0% | +36.3% | +23.7% | +43.8% |
| 1Y | +65.7% | +33.5% | +32.2% | +49.3% |
| 3Y | +85.2% | -56.8% | +142.0% | +100.0% |
| 5Y | -14.9% | -83.0% | +68.1% | +3.6% |
| 10Y | +211.9% | +87.3% | +124.6% | +165.1% |
| All | +253.3% | +243.6% | +9.7% | +174.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling