-59.7%
FICO vs RVTY
+67.3%
-127.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | +1.4% | +4.1% | -2.7% | +0.6% |
| 30D | -0.8% | +1.3% | -2.1% | -1.3% |
| 3M | -31.3% | +33.3% | -64.6% | -36.9% |
| 6M | -33.9% | +58.3% | -92.2% | -42.7% |
| YTD | -57.6% | +62.7% | -120.3% | -63.0% |
| 1Y | -59.7% | +67.2% | -126.9% | -65.2% |
| All | -59.7% | +67.3% | -127.0% | -65.2% |
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 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