+123.4%
VRT vs FICO
-39.1%
+162.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -16.7% | +21.0% | +0.6% |
| 7D | +9.1% | -19.2% | +28.3% | +4.5% |
| 30D | +0.9% | -14.6% | +15.5% | -1.9% |
| 3M | -13.4% | -20.1% | +6.7% | -16.2% |
| 6M | +11.7% | -36.3% | +48.0% | +7.1% |
| YTD | +73.2% | -44.9% | +118.1% | +64.4% |
| 1Y | +123.4% | -38.6% | +162.0% | +112.0% |
| All | +123.4% | -39.1% | +162.5% | +112.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling