+19.2%
VTI vs FICO
-39.2%
+58.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.6% | -15.4% | +16.1% | +1.0% |
| 30D | -1.1% | -10.4% | +9.3% | -0.9% |
| 3M | +3.9% | -22.7% | +26.6% | +4.1% |
| 6M | +14.6% | -36.8% | +51.4% | +15.8% |
| YTD | +13.3% | -44.8% | +58.1% | +15.0% |
| 1Y | +19.2% | -39.3% | +58.5% | +20.8% |
| All | +19.2% | -39.2% | +58.4% | +20.8% |
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