+313.7%
VOO vs FICO
+544.1%
-230.4%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -0.9% | +4.0% | -4.9% | -1.8% |
| 30D | -2.3% | -1.5% | -0.8% | -2.5% |
| 3M | -1.2% | -29.8% | +28.6% | +4.9% |
| 6M | +3.3% | -33.3% | +36.6% | +9.2% |
| YTD | +12.3% | -56.9% | +69.2% | +32.4% |
| 1Y | +12.5% | -59.5% | +72.0% | +34.9% |
| 3Y | +79.2% | -26.9% | +106.1% | +66.2% |
| 5Y | +75.7% | +92.9% | -17.2% | +9.2% |
| 10Y | +313.7% | +539.5% | -225.8% | +57.8% |
| All | +313.7% | +544.1% | -230.4% | +57.8% |
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