+13.5%
VT vs FICO
-55.7%
+69.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.6% | +4.7% | -6.3% | -1.6% |
| 30D | -2.5% | +9.5% | -12.0% | -2.6% |
| 3M | -1.3% | -30.7% | +29.4% | -1.0% |
| 6M | +3.1% | -30.0% | +33.1% | +2.4% |
| YTD | +10.9% | -57.2% | +68.1% | +13.8% |
| All | +13.5% | -55.7% | +69.2% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling