+123.2%
FICO vs RVMD
+634.9%
-511.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | -15.4% | -1.2% | -14.2% | -15.3% |
| 30D | -10.4% | +1.1% | -11.4% | -10.6% |
| 3M | -22.7% | +39.6% | -62.3% | -27.2% |
| 6M | -36.8% | +110.7% | -147.5% | -45.2% |
| YTD | -44.8% | +160.3% | -205.1% | -54.4% |
| 1Y | -39.3% | +404.9% | -444.2% | -55.7% |
| 3Y | +3.7% | +545.5% | -541.7% | -30.3% |
| 5Y | +101.7% | +584.7% | -482.9% | +23.3% |
| All | +123.2% | +634.9% | -511.7% | +11.6% |
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