+542.8%
VRT vs FICO
+84.1%
+458.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | +0.9% | -14.9% | -14.2% |
| 7D | -28.1% | -0.3% | -27.9% | -28.1% |
| 30D | -30.2% | +1.7% | -31.9% | -31.1% |
| 3M | -36.4% | -35.2% | -1.2% | -31.3% |
| 6M | -48.2% | -33.7% | -14.5% | -46.9% |
| YTD | +9.2% | -58.2% | +67.3% | +32.0% |
| 1Y | -7.2% | -56.6% | +49.3% | +9.6% |
| 3Y | +338.7% | -24.0% | +362.7% | +259.1% |
| 5Y | +542.8% | +86.1% | +456.8% | +232.5% |
| All | +542.8% | +84.1% | +458.8% | +232.5% |
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