+913.2%
VTI vs FICO
+2,995.4%
-2,082.2%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.6% | -0.9% | -1.7% | -2.4% |
| 30D | -5.0% | +3.3% | -8.4% | -6.7% |
| 3M | -4.3% | -31.7% | +27.4% | +2.8% |
| 6M | +0.6% | -34.0% | +34.5% | +7.1% |
| YTD | +8.9% | -58.3% | +67.2% | +30.2% |
| 1Y | +11.1% | -57.9% | +69.1% | +32.3% |
| 3Y | +74.5% | -24.1% | +98.6% | +64.7% |
| 5Y | +60.1% | +85.3% | -25.2% | +10.1% |
| 10Y | +297.4% | +520.3% | -222.9% | +81.7% |
| All | +913.2% | +2,995.4% | -2,082.2% | +146.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling