+538.9%
FICO vs RVTY
+216.9%
+322.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.2% |
| 7D | +1.4% | +4.1% | -2.7% | -0.4% |
| 30D | -0.8% | +1.3% | -2.1% | -1.9% |
| 3M | -31.3% | +33.3% | -64.6% | -40.6% |
| 6M | -33.9% | +58.3% | -92.2% | -47.7% |
| YTD | -57.6% | +62.7% | -120.3% | -67.3% |
| 1Y | -59.7% | +67.2% | -126.9% | -69.4% |
| 3Y | -28.0% | +87.3% | -115.3% | -52.4% |
| 5Y | +91.0% | -13.4% | +104.4% | +90.7% |
| All | +538.9% | +216.9% | +322.0% | +186.2% |
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