+499.7%
FICO vs VEU
+139.4%
+360.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -0.9% | -1.6% | +0.7% | +0.5% |
| 30D | +3.3% | -4.3% | +7.7% | +7.7% |
| 3M | -31.7% | -5.8% | -25.9% | -27.7% |
| 6M | -34.0% | -4.4% | -29.6% | -32.6% |
| YTD | -58.3% | +8.7% | -67.0% | -64.0% |
| 1Y | -57.9% | +12.6% | -70.6% | -65.2% |
| 3Y | -24.1% | +65.2% | -89.3% | -61.5% |
| 5Y | +85.3% | +45.5% | +39.8% | +10.3% |
| All | +499.7% | +139.4% | +360.3% | +94.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling