+1,216.9%
VST vs FICO
+655.4%
+561.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -16.7% | +20.2% | +7.4% |
| 7D | +8.9% | -19.2% | +28.1% | +13.8% |
| 30D | +6.2% | -14.6% | +20.8% | +9.2% |
| 3M | -2.7% | -20.1% | +17.4% | -0.1% |
| 6M | -8.4% | -36.3% | +28.0% | -1.3% |
| YTD | -7.2% | -44.9% | +37.7% | +3.9% |
| 1Y | -20.9% | -38.6% | +17.7% | -15.6% |
| 3Y | +384.0% | +4.0% | +380.0% | +335.3% |
| 5Y | +757.1% | +99.5% | +657.5% | +507.6% |
| All | +1,216.9% | +655.4% | +561.5% | +429.4% |
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