-58.8%
FICO vs VEU
+14.7%
-73.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +3.0% |
| 7D | -0.1% | +0.8% | -0.8% | 0.0% |
| 30D | +8.4% | -1.6% | +10.0% | +8.2% |
| 3M | -30.5% | -4.2% | -26.3% | -30.8% |
| 6M | -35.7% | -1.5% | -34.2% | -35.4% |
| YTD | -57.2% | +11.7% | -68.9% | -60.4% |
| All | -58.8% | +14.7% | -73.4% | -62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling