+73.1%
FICO vs RVMD
+609.5%
-536.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +4.1% | -1.4% | +2.1% |
| 7D | -0.1% | +6.4% | -6.4% | -1.2% |
| 30D | +8.4% | +5.5% | +2.9% | +7.2% |
| 3M | -30.5% | -2.4% | -28.1% | -30.7% |
| 6M | -35.7% | +41.1% | -76.9% | -40.0% |
| YTD | -57.2% | +151.3% | -208.5% | -64.7% |
| 1Y | -58.4% | +228.1% | -286.5% | -67.3% |
| 3Y | -24.8% | +899.8% | -924.6% | -52.1% |
| 5Y | +79.3% | +514.0% | -434.7% | +11.9% |
| All | +73.1% | +609.5% | -536.4% | -13.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling