+541.4%
FICO vs RRX
+200.5%
+340.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +1.0% |
| 7D | +2.2% | +4.3% | -2.1% | +0.9% |
| 30D | +0.1% | +12.3% | -12.2% | -4.0% |
| 3M | -35.2% | +3.7% | -38.8% | -36.5% |
| 6M | -32.4% | -13.9% | -18.4% | -32.3% |
| YTD | -57.4% | +26.5% | -83.9% | -64.6% |
| 1Y | -58.5% | +29.3% | -87.9% | -66.0% |
| 3Y | -28.9% | +65.6% | -94.4% | -52.1% |
| 5Y | +91.7% | +10.6% | +81.1% | +49.3% |
| All | +541.4% | +200.5% | +340.9% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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