+161.1%
VEA vs FICO
+544.1%
-383.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | -1.3% | +4.0% | -5.2% | -2.0% |
| 30D | 0.0% | -1.5% | +1.5% | -0.1% |
| 3M | -3.6% | -29.8% | +26.2% | +1.2% |
| 6M | -0.5% | -33.3% | +32.7% | +4.0% |
| YTD | +13.0% | -56.9% | +69.9% | +29.1% |
| 1Y | +16.3% | -59.5% | +75.7% | +34.8% |
| 3Y | +74.4% | -26.9% | +101.3% | +62.6% |
| 5Y | +55.8% | +92.9% | -37.1% | +3.7% |
| 10Y | +161.1% | +539.5% | -378.4% | +16.3% |
| All | +161.1% | +544.1% | -383.0% | +16.3% |
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