+499.7%
FICO vs RVTY
+206.3%
+293.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.6% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | +3.3% | +1.0% | +2.3% | +2.3% |
| 3M | -31.7% | +35.8% | -67.6% | -41.5% |
| 6M | -34.0% | +56.7% | -90.7% | -47.6% |
| YTD | -58.3% | +60.7% | -119.0% | -67.7% |
| 1Y | -57.9% | +73.7% | -131.6% | -68.7% |
| 3Y | -24.1% | +82.8% | -106.8% | -49.2% |
| 5Y | +85.3% | -7.0% | +92.3% | +76.2% |
| All | +499.7% | +206.3% | +293.4% | +168.9% |
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