+567.3%
VRT vs FICO
+81.4%
+485.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | -21.4% | -0.9% | -20.4% | -21.1% |
| 30D | -25.8% | +3.3% | -29.2% | -27.1% |
| 3M | -33.5% | -31.7% | -1.8% | -29.4% |
| 6M | -49.0% | -34.0% | -15.1% | -47.8% |
| YTD | +12.9% | -58.3% | +71.3% | +36.8% |
| 1Y | 0.0% | -57.9% | +58.0% | +20.1% |
| 3Y | +361.8% | -24.1% | +385.9% | +277.0% |
| All | +567.3% | +81.4% | +485.9% | +246.3% |
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