+230.7%
VTV vs FICO
+544.0%
-313.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.8% | +1.4% |
| 7D | -0.5% | -0.1% | -0.5% | -0.5% |
| 30D | +3.1% | +8.4% | -5.3% | +1.0% |
| 3M | +1.8% | -30.5% | +32.3% | +7.2% |
| 6M | +10.9% | -35.7% | +46.6% | +17.2% |
| YTD | +20.9% | -57.2% | +78.0% | +38.5% |
| 1Y | +24.6% | -58.4% | +83.0% | +43.7% |
| 3Y | +78.6% | -24.8% | +103.4% | +67.2% |
| 5Y | +76.4% | +79.3% | -2.9% | +21.9% |
| 10Y | +230.7% | +531.6% | -300.9% | +45.1% |
| All | +230.7% | +544.0% | -313.2% | +45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling