+60.4%
VT vs FICO
+81.8%
-21.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.2% | +4.9% | +2.1% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -1.4% | +1.7% | -3.1% | -2.1% |
| 3M | -1.4% | -33.0% | +31.7% | +2.8% |
| 6M | +5.5% | -33.9% | +39.3% | +8.8% |
| YTD | +12.8% | -58.5% | +71.4% | +26.1% |
| 1Y | +15.4% | -56.4% | +71.8% | +27.4% |
| 3Y | +76.9% | -24.7% | +101.5% | +62.9% |
| 5Y | +60.4% | +83.1% | -22.7% | +15.2% |
| All | +60.4% | +81.8% | -21.4% | +15.2% |
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