+59.8%
VTI vs FICO
+81.4%
-21.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.6% | -0.9% | -1.7% | -2.5% |
| 30D | -5.0% | +3.3% | -8.4% | -6.0% |
| 3M | -4.3% | -31.7% | +27.4% | +0.1% |
| 6M | +0.6% | -34.0% | +34.5% | +4.3% |
| YTD | +8.9% | -58.3% | +67.2% | +23.6% |
| 1Y | +11.1% | -57.9% | +69.1% | +25.7% |
| 3Y | +74.5% | -24.1% | +98.6% | +59.7% |
| All | +59.8% | +81.4% | -21.6% | +11.4% |
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