+72.4%
FICO vs VSXY
+37.4%
+35.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.6% | -19.3% | -16.9% |
| 7D | -19.2% | -14.0% | -5.2% | -18.1% |
| 30D | -14.6% | -15.9% | +1.3% | -13.3% |
| 3M | -20.1% | +3.4% | -23.5% | -20.7% |
| 6M | -36.3% | +25.9% | -62.2% | -39.0% |
| YTD | -44.9% | +39.5% | -84.3% | -47.9% |
| 1Y | -38.6% | +194.4% | -233.0% | -47.3% |
| 3Y | +4.0% | +281.4% | -277.4% | -19.3% |
| 5Y | +99.5% | +12.8% | +86.8% | +71.3% |
| All | +72.4% | +37.4% | +35.0% | +52.2% |
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