+291.9%
VTI vs FICO
+544.0%
-252.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.7% | -0.2% | +1.8% |
| 7D | +0.2% | -0.1% | +0.3% | +0.2% |
| 30D | -2.9% | +8.4% | -11.3% | -5.5% |
| 3M | -2.6% | -30.5% | +27.9% | +3.8% |
| 6M | +2.8% | -35.7% | +38.5% | +9.9% |
| YTD | +11.6% | -57.2% | +68.8% | +32.4% |
| 1Y | +13.6% | -58.4% | +72.1% | +35.8% |
| 3Y | +79.9% | -24.8% | +104.7% | +64.8% |
| 5Y | +64.3% | +79.3% | -15.0% | +3.9% |
| 10Y | +291.9% | +531.6% | -239.8% | +46.9% |
| All | +291.9% | +544.0% | -252.1% | +46.9% |
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