+74.6%
VTI vs FICO
+99.8%
-25.2%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -16.7% | +16.4% | +2.7% |
| 7D | +0.1% | -19.2% | +19.3% | +3.6% |
| 30D | 0.0% | -14.6% | +14.6% | +2.4% |
| 3M | +2.0% | -20.1% | +22.1% | +4.6% |
| 6M | +13.0% | -36.3% | +49.3% | +20.5% |
| YTD | +13.9% | -44.9% | +58.8% | +25.3% |
| 1Y | +20.0% | -38.6% | +58.6% | +27.1% |
| 3Y | +75.8% | +4.0% | +71.8% | +54.1% |
| All | +74.6% | +99.8% | -25.2% | +28.9% |
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 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