+78,963.7%
FICO vs RVTY
+2,816.3%
+76,147.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.4% | +6.3% | +2.3% |
| 7D | -0.3% | -9.0% | +8.8% | +2.0% |
| 30D | +1.7% | -1.6% | +3.3% | +1.8% |
| 3M | -35.2% | +31.2% | -66.4% | -40.2% |
| 6M | -33.7% | +63.6% | -97.2% | -42.6% |
| YTD | -58.2% | +56.3% | -114.4% | -63.5% |
| 1Y | -56.6% | +63.3% | -119.9% | -62.6% |
| 3Y | -24.0% | +72.4% | -96.4% | -37.1% |
| 5Y | +86.1% | -9.6% | +95.6% | +80.6% |
| 10Y | +522.8% | +203.7% | +319.1% | +354.0% |
| All | +78,963.7% | +2,816.3% | +76,147.4% | +41,662.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling