-20.9%
VST vs FICO
-39.1%
+18.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -16.7% | +20.2% | +2.2% |
| 7D | +8.9% | -19.2% | +28.1% | +7.3% |
| 30D | +6.2% | -14.6% | +20.8% | +5.1% |
| 3M | -2.7% | -20.1% | +17.4% | -4.5% |
| 6M | -8.4% | -36.3% | +28.0% | -8.7% |
| YTD | -7.2% | -44.9% | +37.7% | -7.1% |
| 1Y | -20.9% | -38.6% | +17.7% | -20.9% |
| All | -20.9% | -39.1% | +18.2% | -20.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling