+30.3%
FICO vs VSXY
+96.5%
-66.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.6% |
| 7D | -0.9% | +11.8% | -12.8% | -2.1% |
| 30D | +3.3% | +25.9% | -22.6% | +0.9% |
| 3M | -31.7% | +15.5% | -47.3% | -33.0% |
| 6M | -34.0% | +109.7% | -143.7% | -40.0% |
| YTD | -58.3% | +99.5% | -157.8% | -62.1% |
| 1Y | -57.9% | +197.5% | -255.4% | -63.6% |
| 3Y | -24.1% | +453.3% | -477.3% | -43.1% |
| 5Y | +85.3% | +110.3% | -24.9% | +55.1% |
| All | +30.3% | +96.5% | -66.2% | +10.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling