+1,917.9%
VRT vs FICO
+254.7%
+1,663.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.7% | +6.9% | +8.8% |
| 7D | -10.6% | -0.1% | -10.5% | -10.5% |
| 30D | -17.4% | +8.4% | -25.8% | -20.4% |
| 3M | -26.4% | -30.5% | +4.1% | -21.0% |
| 6M | -41.0% | -35.7% | -5.3% | -37.6% |
| YTD | +23.8% | -57.2% | +81.0% | +50.8% |
| 1Y | +11.6% | -58.4% | +70.0% | +37.4% |
| 3Y | +403.5% | -24.8% | +428.3% | +342.1% |
| 5Y | +647.0% | +79.3% | +567.8% | +322.5% |
| All | +1,917.9% | +254.7% | +1,663.1% | +856.3% |
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