+449.7%
V vs FICO
+512.2%
-62.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.2% | -0.9% | +3.1% | +2.4% |
| 30D | +13.6% | +3.3% | +10.2% | +11.4% |
| 3M | +14.3% | -31.7% | +46.0% | +24.6% |
| 6M | +33.1% | -34.0% | +67.1% | +44.0% |
| YTD | +21.2% | -58.3% | +79.6% | +51.9% |
| 1Y | +26.4% | -57.9% | +84.4% | +57.7% |
| 3Y | +77.6% | -24.1% | +101.6% | +59.0% |
| 5Y | +102.6% | +85.3% | +17.3% | +11.7% |
| All | +449.7% | +512.2% | -62.5% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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