+107.9%
VGT vs FICO
+87.6%
+20.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +5.6% | +1.4% | +4.2% | +5.3% |
| 30D | -10.6% | -0.8% | -9.8% | -10.9% |
| 3M | -6.9% | -31.3% | +24.4% | -1.5% |
| 6M | +0.9% | -33.9% | +34.9% | +5.3% |
| YTD | +20.4% | -57.6% | +78.0% | +41.4% |
| 1Y | +17.4% | -59.7% | +77.0% | +39.9% |
| 3Y | +106.3% | -28.0% | +134.3% | +84.1% |
| 5Y | +107.9% | +91.0% | +16.9% | +24.2% |
| All | +107.9% | +87.6% | +20.3% | +24.2% |
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