+4.4%
FICO vs VT
+75.0%
-70.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.7% |
| 7D | -19.2% | +0.4% | -19.6% | -19.5% |
| 30D | -14.6% | +1.0% | -15.6% | -15.2% |
| 3M | -20.1% | +2.4% | -22.5% | -22.1% |
| 6M | -36.3% | +12.0% | -48.3% | -43.4% |
| YTD | -44.9% | +15.3% | -60.2% | -52.6% |
| 1Y | -38.6% | +22.6% | -61.2% | -50.8% |
| All | +4.4% | +75.0% | -70.5% | -42.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling