+996.4%
VST vs FICO
+514.7%
+481.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.9% | -7.1% | -6.3% |
| 7D | -19.9% | -0.3% | -19.7% | -19.8% |
| 30D | -29.7% | +1.7% | -31.4% | -30.5% |
| 3M | -19.6% | -35.2% | +15.6% | -14.0% |
| 6M | -29.4% | -33.7% | +4.3% | -26.7% |
| YTD | -29.7% | -58.2% | +28.4% | -18.2% |
| 1Y | -40.0% | -56.6% | +16.5% | -31.1% |
| 3Y | +231.0% | -24.0% | +255.0% | +214.0% |
| 5Y | +500.1% | +86.1% | +414.0% | +313.0% |
| All | +996.4% | +514.7% | +481.7% | +356.7% |
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