-39.3%
VG vs FICO
-49.8%
+10.4%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -16.7% | +16.3% | -0.3% |
| 7D | +1.7% | -19.2% | +20.9% | +1.8% |
| 30D | +16.0% | -14.6% | +30.6% | +16.1% |
| 3M | +9.7% | -20.1% | +29.8% | +9.8% |
| 6M | +29.6% | -36.3% | +65.9% | +32.5% |
| YTD | +112.0% | -44.9% | +156.9% | +119.0% |
| 1Y | +12.8% | -38.6% | +51.4% | +15.2% |
| All | -39.3% | -49.8% | +10.4% | -38.6% |
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