+74.3%
FICO vs RVMD
+540.6%
-466.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.4% | +6.2% | +0.7% |
| 7D | +4.0% | -9.5% | +13.5% | +5.3% |
| 30D | -1.5% | -6.8% | +5.3% | -0.8% |
| 3M | -29.8% | -12.1% | -17.7% | -28.9% |
| 6M | -33.3% | +25.4% | -58.6% | -36.6% |
| YTD | -56.9% | +126.9% | -183.8% | -63.9% |
| 1Y | -59.5% | +182.0% | -241.4% | -67.3% |
| 3Y | -26.9% | +816.8% | -843.7% | -52.8% |
| 5Y | +92.9% | +464.0% | -371.1% | +21.8% |
| All | +74.3% | +540.6% | -466.2% | -11.4% |
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