+742.6%
VGT vs FICO
+524.6%
+218.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | +5.6% | +1.4% | +4.2% | +5.2% |
| 30D | -10.6% | -0.8% | -9.8% | -11.1% |
| 3M | -6.9% | -31.3% | +24.4% | +1.0% |
| 6M | +0.9% | -33.9% | +34.9% | +7.7% |
| YTD | +20.4% | -57.6% | +78.0% | +49.0% |
| 1Y | +17.4% | -59.7% | +77.0% | +47.9% |
| 3Y | +106.3% | -28.0% | +134.3% | +85.5% |
| 5Y | +107.9% | +91.0% | +16.9% | +11.1% |
| All | +742.6% | +524.6% | +218.1% | +133.3% |
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