+359.2%
VT vs FICO
+3,262.5%
-2,903.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -1.6% | +4.7% | -6.3% | -2.9% |
| 30D | -2.5% | +9.5% | -12.0% | -6.0% |
| 3M | -1.3% | -30.7% | +29.4% | +6.2% |
| 6M | +3.1% | -30.0% | +33.1% | +8.2% |
| YTD | +10.9% | -57.2% | +68.1% | +33.9% |
| 1Y | +12.1% | -56.1% | +68.2% | +33.8% |
| 3Y | +73.9% | -22.1% | +96.0% | +58.6% |
| 5Y | +58.0% | +88.6% | -30.7% | -1.4% |
| 10Y | +225.5% | +529.6% | -304.1% | +17.8% |
| All | +359.2% | +3,262.5% | -2,903.2% | -32.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling