+76.9%
FICO vs RVMD
+469.5%
-392.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.2% | -8.6% | -1.5% |
| 7D | -0.9% | +0.5% | -1.4% | -1.2% |
| 30D | +3.3% | -4.3% | +7.6% | +3.6% |
| 3M | -31.7% | -2.8% | -28.9% | -31.8% |
| 6M | -34.0% | +27.3% | -61.2% | -37.0% |
| YTD | -58.3% | +141.4% | -199.7% | -64.6% |
| 1Y | -57.9% | +213.3% | -271.2% | -65.7% |
| 3Y | -24.1% | +792.7% | -816.7% | -47.6% |
| All | +76.9% | +469.5% | -392.6% | +14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling