+92.9%
FICO vs VTEB
+3.6%
+89.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.7% |
| 7D | +4.0% | +0.5% | +3.5% | +2.9% |
| 30D | -1.5% | +4.1% | -5.6% | -9.8% |
| 3M | -29.8% | -0.4% | -29.4% | -29.5% |
| 6M | -33.3% | -0.4% | -32.9% | -33.0% |
| YTD | -56.9% | +0.6% | -57.5% | -57.5% |
| 1Y | -59.5% | +0.8% | -60.2% | -60.1% |
| 3Y | -26.9% | +11.7% | -38.6% | -42.9% |
| 5Y | +92.9% | +3.8% | +89.2% | +23.1% |
| All | +92.9% | +3.6% | +89.3% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling