+905.2%
VRT vs FICO
+99.8%
+805.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -16.7% | +21.0% | +9.1% |
| 7D | +9.1% | -19.2% | +28.3% | +15.1% |
| 30D | +0.9% | -14.6% | +15.5% | +4.3% |
| 3M | -13.4% | -20.1% | +6.7% | -11.3% |
| 6M | +11.7% | -36.3% | +48.0% | +22.1% |
| YTD | +73.2% | -44.9% | +118.1% | +100.5% |
| 1Y | +123.4% | -38.6% | +162.0% | +136.7% |
| 3Y | +606.2% | +4.0% | +602.2% | +440.6% |
| All | +905.2% | +99.8% | +805.4% | +440.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling