+2,060.0%
VGT vs FICO
+1,826.3%
+233.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | -4.1% | +0.9% | -5.0% | -4.4% |
| 30D | -13.6% | +9.4% | -23.1% | -17.1% |
| 3M | -8.0% | -30.4% | +22.4% | -0.7% |
| 6M | -1.5% | -35.1% | +33.6% | +6.1% |
| YTD | +17.7% | -56.8% | +74.5% | +43.2% |
| 1Y | +13.8% | -58.4% | +72.2% | +40.0% |
| 3Y | +101.6% | -26.7% | +128.3% | +89.3% |
| 5Y | +106.7% | +88.0% | +18.7% | +30.7% |
| 10Y | +717.0% | +545.7% | +171.3% | +223.6% |
| All | +2,060.0% | +1,826.3% | +233.7% | +373.7% |
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