+123.0%
FICO vs RVMD
+644.5%
-521.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.6% |
| 7D | -19.2% | +1.0% | -20.2% | -19.3% |
| 30D | -14.6% | +6.4% | -21.0% | -15.5% |
| 3M | -20.1% | +34.9% | -55.0% | -24.4% |
| 6M | -36.3% | +107.6% | -143.9% | -44.7% |
| YTD | -44.9% | +163.7% | -208.5% | -54.6% |
| 1Y | -38.6% | +439.2% | -477.8% | -55.6% |
| 3Y | +4.0% | +499.2% | -495.2% | -29.1% |
| 5Y | +99.5% | +621.7% | -522.2% | +20.6% |
| All | +123.0% | +644.5% | -521.5% | +11.3% |
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