+603.9%
FICO vs RVTY
+149.2%
+454.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.3% | -16.4% | -16.5% |
| 7D | -19.2% | +1.1% | -20.3% | -19.6% |
| 30D | -14.6% | +13.2% | -27.8% | -19.3% |
| 3M | -20.1% | +27.2% | -47.3% | -28.9% |
| 6M | -36.3% | +32.4% | -68.7% | -45.1% |
| YTD | -44.9% | +34.9% | -79.7% | -53.0% |
| 1Y | -38.6% | +52.4% | -91.0% | -51.1% |
| 3Y | +4.0% | +12.3% | -8.3% | -9.5% |
| 5Y | +99.5% | -30.8% | +130.3% | +124.7% |
| All | +603.9% | +149.2% | +454.7% | +247.0% |
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