+1,934.0%
VRT vs FICO
+253.0%
+1,681.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.7% |
| 7D | +10.5% | +2.2% | +8.3% | +9.8% |
| 30D | -9.3% | +0.1% | -9.4% | -10.1% |
| 3M | -29.6% | -35.2% | +5.6% | -22.4% |
| 6M | -45.4% | -32.4% | -13.0% | -43.4% |
| YTD | +24.8% | -57.4% | +82.2% | +52.2% |
| 1Y | +23.6% | -58.5% | +82.2% | +52.2% |
| 3Y | +379.7% | -28.9% | +408.5% | +332.0% |
| 5Y | +660.3% | +91.7% | +568.6% | +317.1% |
| All | +1,934.0% | +253.0% | +1,681.0% | +865.1% |
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