+101.5%
FICO vs VEU
+56.9%
+44.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.5% | -17.2% | -17.1% |
| 7D | -19.2% | +1.1% | -20.3% | -20.0% |
| 30D | -14.6% | +2.2% | -16.8% | -16.1% |
| 3M | -20.1% | +3.0% | -23.1% | -22.9% |
| 6M | -36.3% | +10.9% | -47.2% | -43.1% |
| YTD | -44.9% | +18.2% | -63.1% | -54.1% |
| 1Y | -38.6% | +28.3% | -66.9% | -53.1% |
| 3Y | +4.0% | +74.6% | -70.6% | -43.8% |
| All | +101.5% | +56.9% | +44.6% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling