+545.7%
FICO vs VEU
+144.2%
+401.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.7% |
| 7D | +0.9% | +0.5% | +0.4% | 0.0% |
| 30D | +9.4% | -2.3% | +11.7% | +11.6% |
| 3M | -30.4% | -4.4% | -26.0% | -27.5% |
| 6M | -35.1% | -2.2% | -32.9% | -35.3% |
| YTD | -56.8% | +10.9% | -67.7% | -63.5% |
| 1Y | -58.4% | +13.4% | -71.8% | -65.8% |
| 3Y | -26.7% | +69.7% | -96.4% | -63.9% |
| 5Y | +88.0% | +50.0% | +38.1% | +8.1% |
| 10Y | +545.7% | +145.8% | +400.0% | +103.2% |
| All | +545.7% | +144.2% | +401.6% | +103.2% |
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