+4.4%
FICO vs VEU
+75.1%
-70.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.5% | -17.2% | -16.9% |
| 7D | -19.2% | +1.1% | -20.3% | -19.7% |
| 30D | -14.6% | +2.2% | -16.8% | -15.6% |
| 3M | -20.1% | +3.0% | -23.1% | -21.6% |
| 6M | -36.3% | +10.9% | -47.2% | -40.9% |
| YTD | -44.9% | +18.2% | -63.1% | -51.7% |
| 1Y | -38.6% | +28.3% | -66.9% | -49.9% |
| All | +4.4% | +75.1% | -70.7% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling