+531.6%
FICO vs RVTY
+217.6%
+314.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +1.2% |
| 7D | -0.1% | +6.0% | -6.1% | -2.9% |
| 30D | +8.4% | +4.3% | +4.1% | +5.9% |
| 3M | -30.5% | +40.2% | -70.7% | -41.3% |
| 6M | -35.7% | +59.3% | -95.0% | -49.3% |
| YTD | -57.2% | +66.5% | -123.7% | -67.3% |
| 1Y | -58.4% | +77.5% | -135.9% | -69.3% |
| 3Y | -24.8% | +92.5% | -117.3% | -50.9% |
| 5Y | +79.3% | -6.8% | +86.1% | +71.4% |
| 10Y | +531.6% | +225.4% | +306.3% | +180.7% |
| All | +531.6% | +217.6% | +314.0% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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