+101.7%
FICO vs VEU
+56.3%
+45.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -15.4% | +1.7% | -17.1% | -16.6% |
| 30D | -10.4% | +1.0% | -11.4% | -11.2% |
| 3M | -22.7% | +5.6% | -28.3% | -27.1% |
| 6M | -36.8% | +13.7% | -50.4% | -44.9% |
| YTD | -44.8% | +17.7% | -62.5% | -53.9% |
| 1Y | -39.3% | +25.8% | -65.1% | -52.7% |
| 3Y | +3.7% | +77.1% | -73.4% | -44.9% |
| 5Y | +101.7% | +57.1% | +44.6% | +13.7% |
| All | +101.7% | +56.3% | +45.5% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VEU 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling