-38.6%
FICO vs VTEB
+3.1%
-41.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | 0.0% | -16.7% | -16.8% |
| 7D | -19.2% | -0.8% | -18.4% | -17.2% |
| 30D | -14.6% | -1.3% | -13.2% | -10.9% |
| 3M | -20.1% | -2.1% | -18.0% | -15.0% |
| 6M | -36.3% | -1.7% | -34.6% | -33.7% |
| YTD | -44.9% | -0.6% | -44.3% | -43.4% |
| 1Y | -38.6% | +3.1% | -41.7% | -38.0% |
| All | -38.6% | +3.1% | -41.8% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 1y: compounded portfolio wealth divided by compounded VTEB 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…
1y analysis · Full analysis span regression · 6 months rolling