-57.9%
FICO vs RVTY
+69.5%
-127.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.0% |
| 7D | -0.9% | -1.2% | +0.3% | -0.8% |
| 30D | +3.3% | +1.0% | +2.3% | +2.8% |
| 3M | -31.7% | +35.8% | -67.6% | -37.8% |
| 6M | -34.0% | +56.7% | -90.7% | -42.9% |
| YTD | -58.3% | +60.7% | -119.0% | -63.8% |
| 1Y | -57.9% | +73.7% | -131.6% | -64.9% |
| All | -57.9% | +69.5% | -127.4% | -64.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling