+629.5%
FICO vs VTEB
+17.5%
+612.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -1.4% |
| 7D | -14.1% | -1.2% | -12.9% | -12.8% |
| 30D | -7.5% | -2.9% | -4.6% | -3.9% |
| 3M | -21.3% | -3.2% | -18.1% | -17.9% |
| 6M | -25.2% | -2.6% | -22.6% | -22.5% |
| YTD | -43.2% | -1.8% | -41.3% | -41.7% |
| 1Y | -37.2% | +0.2% | -37.4% | -37.2% |
| 3Y | +6.8% | +8.2% | -1.4% | -3.2% |
| 5Y | +112.8% | +0.8% | +112.0% | +106.2% |
| All | +629.5% | +17.5% | +612.1% | +659.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling