+2,267.4%
VGT vs FICO
+2,357.8%
-90.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +17.0% | +6.0% |
| 7D | +1.0% | -19.2% | +20.2% | +7.8% |
| 30D | +1.3% | -14.6% | +15.9% | +5.7% |
| 3M | -1.1% | -20.1% | +18.9% | +3.4% |
| 6M | +32.6% | -36.3% | +68.9% | +47.0% |
| YTD | +29.0% | -44.9% | +73.9% | +49.8% |
| 1Y | +39.7% | -38.6% | +78.3% | +53.0% |
| 3Y | +120.9% | +4.0% | +116.9% | +89.5% |
| 5Y | +133.6% | +99.5% | +34.0% | +51.1% |
| 10Y | +792.6% | +604.7% | +187.9% | +255.3% |
| All | +2,267.4% | +2,357.8% | -90.4% | +395.6% |
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 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