-56.4%
FICO vs RVMD
+244.4%
-300.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.8% | -6.0% | -3.4% |
| 7D | +0.4% | +5.8% | -5.4% | 0.0% |
| 30D | +1.7% | -3.8% | +5.5% | +1.8% |
| 3M | -33.0% | +3.2% | -36.3% | -33.4% |
| 6M | -33.9% | +35.0% | -68.9% | -36.3% |
| YTD | -58.5% | +150.7% | -209.3% | -62.6% |
| 1Y | -56.4% | +241.0% | -297.3% | -62.8% |
| All | -56.4% | +244.4% | -300.7% | -62.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 1y: compounded portfolio wealth divided by compounded RVMD 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…
1y analysis · Full analysis span regression · 6 months rolling