+73.9%
VT vs FICO
-22.1%
+96.1%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.6% | +4.7% | -6.3% | -1.9% |
| 30D | -2.5% | +9.5% | -12.0% | -3.4% |
| 3M | -1.3% | -30.7% | +29.4% | +0.9% |
| 6M | +3.1% | -30.0% | +33.1% | +4.1% |
| YTD | +10.9% | -57.2% | +68.1% | +18.9% |
| 1Y | +12.1% | -56.1% | +68.2% | +19.6% |
| All | +73.9% | -22.1% | +96.1% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling