+769.3%
VST vs FICO
+99.8%
+669.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -16.7% | +20.2% | +6.2% |
| 7D | +8.9% | -19.2% | +28.1% | +12.3% |
| 30D | +6.2% | -14.6% | +20.8% | +8.3% |
| 3M | -2.7% | -20.1% | +17.4% | -1.1% |
| 6M | -8.4% | -36.3% | +28.0% | -2.7% |
| YTD | -7.2% | -44.9% | +37.7% | +1.9% |
| 1Y | -20.9% | -38.6% | +17.7% | -16.7% |
| 3Y | +384.0% | +4.0% | +380.0% | +356.5% |
| All | +769.3% | +99.8% | +669.5% | +594.1% |
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