+2,020.8%
VGT vs FICO
+1,757.5%
+263.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | -7.2% | -0.9% | -6.3% | -7.0% |
| 30D | -16.1% | +3.3% | -19.5% | -18.0% |
| 3M | -9.2% | -31.7% | +22.6% | -1.4% |
| 6M | -0.7% | -34.0% | +33.2% | +6.1% |
| YTD | +15.6% | -58.3% | +73.9% | +42.2% |
| 1Y | +14.4% | -57.9% | +72.3% | +39.9% |
| 3Y | +105.2% | -24.1% | +129.3% | +89.7% |
| 5Y | +100.0% | +85.3% | +14.7% | +26.9% |
| 10Y | +712.1% | +520.3% | +191.8% | +225.8% |
| All | +2,020.8% | +1,757.5% | +263.3% | +370.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling