+74.8%
FICO vs RVMD
+584.4%
-509.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.5% |
| 7D | +0.9% | -0.6% | +1.5% | +0.7% |
| 30D | +9.4% | +1.7% | +7.7% | +8.8% |
| 3M | -30.4% | -6.7% | -23.7% | -30.1% |
| 6M | -35.1% | +36.1% | -71.3% | -39.1% |
| YTD | -56.8% | +142.4% | -199.2% | -64.1% |
| 1Y | -58.4% | +207.8% | -266.2% | -66.9% |
| 3Y | -26.7% | +879.5% | -906.2% | -53.2% |
| 5Y | +88.0% | +509.0% | -421.0% | +17.3% |
| All | +74.8% | +584.4% | -509.6% | -12.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling