-24.1%
FICO vs RVTY
+78.0%
-102.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +2.9% |
| 3M | -31.7% | +35.8% | -67.6% | -37.0% |
| 6M | -34.0% | +56.7% | -90.7% | -41.4% |
| YTD | -58.3% | +60.7% | -119.0% | -63.3% |
| 1Y | -57.9% | +73.7% | -131.6% | -63.6% |
| 3Y | -24.1% | +82.8% | -106.8% | -33.3% |
| All | -24.1% | +78.0% | -102.0% | -33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling