+602.8%
FICO vs RRX
+214.6%
+388.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | 0.0% |
| 7D | -15.4% | +4.3% | -19.7% | -16.5% |
| 30D | -10.4% | -8.0% | -2.4% | -8.3% |
| 3M | -22.7% | -22.0% | -0.7% | -19.1% |
| 6M | -36.8% | -11.9% | -24.9% | -38.3% |
| YTD | -44.8% | +17.1% | -61.9% | -52.6% |
| 1Y | -39.3% | +14.9% | -54.2% | -48.2% |
| 3Y | +3.7% | +6.9% | -3.2% | -14.9% |
| 5Y | +101.7% | +19.6% | +82.2% | +48.9% |
| 10Y | +602.8% | +215.9% | +386.8% | +180.4% |
| All | +602.8% | +214.6% | +388.2% | +180.4% |
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