+786.7%
VGT vs FICO
+606.0%
+180.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +17.0% | +6.1% |
| 7D | +1.0% | -19.2% | +20.2% | +7.9% |
| 30D | +1.3% | -14.6% | +15.9% | +5.8% |
| 3M | -1.1% | -20.1% | +18.9% | +3.2% |
| 6M | +32.6% | -36.3% | +68.9% | +47.8% |
| YTD | +29.0% | -44.9% | +73.9% | +51.5% |
| 1Y | +39.7% | -38.6% | +78.3% | +53.3% |
| 3Y | +120.9% | +4.0% | +116.9% | +78.6% |
| 5Y | +133.6% | +99.5% | +34.0% | +32.0% |
| All | +786.7% | +606.0% | +180.7% | +149.3% |
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