+158.0%
VEA vs FICO
+544.0%
-385.9%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.7% | +0.2% | +2.4% |
| 7D | +0.4% | -0.1% | +0.5% | +0.4% |
| 30D | -0.7% | +8.4% | -9.1% | -2.7% |
| 3M | -3.9% | -30.5% | +26.6% | +1.1% |
| 6M | -0.6% | -35.7% | +35.2% | +4.8% |
| YTD | +12.9% | -57.2% | +70.1% | +29.3% |
| 1Y | +18.4% | -58.4% | +76.8% | +36.3% |
| 3Y | +75.3% | -24.8% | +100.1% | +61.9% |
| 5Y | +54.3% | +79.3% | -24.9% | +5.1% |
| 10Y | +158.0% | +531.6% | -373.6% | +15.5% |
| All | +158.0% | +544.0% | -385.9% | +15.5% |
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