+72.6%
VTV vs FICO
-24.3%
+96.9%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.4% |
| 7D | -2.2% | -0.9% | -1.3% | -2.1% |
| 30D | +2.2% | +3.3% | -1.1% | +1.8% |
| 3M | +0.3% | -31.7% | +32.0% | +2.5% |
| 6M | +8.3% | -34.0% | +42.2% | +10.2% |
| YTD | +18.5% | -58.3% | +76.9% | +26.4% |
| 1Y | +23.0% | -57.9% | +81.0% | +31.0% |
| 3Y | +72.6% | -24.1% | +96.7% | +70.1% |
| All | +72.6% | -24.3% | +96.9% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling