+32.6%
FICO vs VSXY
+90.2%
-57.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.8% | +3.2% | -1.1% |
| 7D | +1.4% | -1.6% | +3.0% | +1.6% |
| 30D | -0.8% | +17.8% | -18.6% | -2.5% |
| 3M | -31.3% | +12.5% | -43.8% | -32.4% |
| 6M | -33.9% | +124.7% | -158.7% | -40.4% |
| YTD | -57.6% | +93.2% | -150.7% | -61.3% |
| 1Y | -59.7% | +195.6% | -255.3% | -65.1% |
| 3Y | -28.0% | +434.6% | -462.7% | -45.9% |
| 5Y | +91.0% | +103.3% | -12.4% | +60.3% |
| All | +32.6% | +90.2% | -57.6% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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