+76.9%
FICO vs VEU
+45.1%
+31.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -0.9% | -1.6% | +0.7% | +0.1% |
| 30D | +3.3% | -4.3% | +7.7% | +6.6% |
| 3M | -31.7% | -5.8% | -25.9% | -28.8% |
| 6M | -34.0% | -4.4% | -29.6% | -32.9% |
| YTD | -58.3% | +8.7% | -67.0% | -63.1% |
| 1Y | -57.9% | +12.6% | -70.6% | -64.1% |
| 3Y | -24.1% | +65.2% | -89.3% | -57.8% |
| All | +76.9% | +45.1% | +31.8% | +7.3% |
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