+223.0%
VT vs FICO
+605.7%
-382.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.7% | +16.7% | +4.0% |
| 7D | +0.4% | -19.2% | +19.6% | +5.3% |
| 30D | +1.0% | -14.6% | +15.6% | +4.2% |
| 3M | +2.4% | -20.1% | +22.5% | +6.0% |
| 6M | +12.0% | -36.3% | +48.3% | +21.6% |
| YTD | +15.3% | -44.9% | +60.2% | +29.8% |
| 1Y | +22.6% | -38.6% | +61.2% | +31.9% |
| 3Y | +74.7% | +4.0% | +70.7% | +50.4% |
| 5Y | +66.1% | +99.5% | -33.4% | +9.9% |
| All | +223.0% | +605.7% | -382.7% | +30.1% |
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 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