+213.0%
VT vs FICO
+514.7%
-301.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -4.3% |
| 7D | -4.2% | -0.3% | -3.9% | -4.2% |
| 30D | -5.8% | +1.7% | -7.5% | -6.8% |
| 3M | -5.2% | -35.2% | +29.9% | +2.0% |
| 6M | +0.1% | -33.7% | +33.8% | +5.3% |
| YTD | +8.2% | -58.2% | +66.4% | +27.1% |
| 1Y | +10.1% | -56.6% | +66.7% | +27.6% |
| 3Y | +69.7% | -24.0% | +93.6% | +55.0% |
| 5Y | +53.4% | +86.1% | -32.7% | -1.8% |
| All | +213.0% | +514.7% | -301.7% | +28.4% |
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