+26.4%
V vs FICO
-58.2%
+84.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.2% | -0.9% | +3.1% | +2.3% |
| 30D | +13.6% | +3.3% | +10.2% | +12.9% |
| 3M | +14.3% | -31.7% | +46.0% | +18.6% |
| 6M | +33.1% | -34.0% | +67.1% | +37.3% |
| YTD | +21.2% | -58.3% | +79.6% | +38.6% |
| 1Y | +26.4% | -57.9% | +84.4% | +44.7% |
| All | +26.4% | -58.2% | +84.6% | +44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling