+102.6%
V vs FICO
+84.1%
+18.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.4% |
| 7D | +2.9% | -0.3% | +3.2% | +2.9% |
| 30D | +14.0% | +1.7% | +12.3% | +13.1% |
| 3M | +14.9% | -35.2% | +50.1% | +23.0% |
| 6M | +31.7% | -33.7% | +65.4% | +38.7% |
| YTD | +21.2% | -58.2% | +79.4% | +40.9% |
| 1Y | +25.3% | -56.6% | +81.9% | +44.2% |
| 3Y | +77.5% | -24.0% | +101.4% | +63.9% |
| 5Y | +102.6% | +86.1% | +16.5% | +28.3% |
| All | +102.6% | +84.1% | +18.5% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling