+65.2%
VTI vs FICO
+87.6%
-22.3%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | -0.2% |
| 7D | +3.4% | +1.4% | +1.9% | +3.1% |
| 30D | -2.3% | -0.8% | -1.5% | -2.5% |
| 3M | -2.2% | -31.3% | +29.1% | +2.3% |
| 6M | +3.3% | -33.9% | +37.2% | +7.3% |
| YTD | +12.1% | -57.6% | +69.7% | +26.9% |
| 1Y | +12.2% | -59.7% | +71.9% | +28.4% |
| 3Y | +78.0% | -28.0% | +106.1% | +65.9% |
| 5Y | +65.2% | +91.0% | -25.7% | +13.7% |
| All | +65.2% | +87.6% | -22.3% | +13.7% |
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 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