+160.8%
VEA vs FICO
+606.0%
-445.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -16.7% | +17.1% | +3.9% |
| 7D | +1.0% | -19.2% | +20.1% | +5.1% |
| 30D | +1.9% | -14.6% | +16.5% | +4.7% |
| 3M | +3.2% | -20.1% | +23.3% | +6.3% |
| 6M | +10.2% | -36.3% | +46.6% | +18.3% |
| YTD | +18.9% | -44.9% | +63.8% | +31.7% |
| 1Y | +29.3% | -38.6% | +68.0% | +37.8% |
| 3Y | +76.8% | +4.0% | +72.8% | +54.2% |
| 5Y | +61.2% | +99.5% | -38.3% | +11.3% |
| All | +160.8% | +606.0% | -445.2% | +17.3% |
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 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