+582.3%
VST vs FICO
+81.8%
+500.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -3.2% | -10.6% | -13.4% |
| 7D | -15.7% | +0.4% | -16.1% | -15.7% |
| 30D | -17.0% | +1.7% | -18.6% | -17.6% |
| 3M | -15.9% | -33.0% | +17.2% | -12.4% |
| 6M | -25.0% | -33.9% | +8.9% | -23.4% |
| YTD | -25.1% | -58.5% | +33.4% | -15.4% |
| 1Y | -34.9% | -56.4% | +21.5% | -27.5% |
| 3Y | +252.7% | -24.7% | +277.3% | +245.6% |
| 5Y | +582.3% | +83.1% | +499.2% | +444.6% |
| All | +582.3% | +81.8% | +500.5% | +444.6% |
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