+77.7%
VTV vs FICO
+91.4%
-13.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +2.9% | +2.2% | +0.7% | +2.7% |
| 30D | +3.8% | +0.1% | +3.7% | +3.6% |
| 3M | +1.6% | -35.2% | +36.7% | +5.6% |
| 6M | +11.2% | -32.4% | +43.6% | +14.0% |
| YTD | +22.0% | -57.4% | +79.4% | +32.8% |
| 1Y | +24.9% | -58.5% | +83.4% | +36.4% |
| 3Y | +78.5% | -28.9% | +107.3% | +72.8% |
| All | +77.7% | +91.4% | -13.8% | +40.4% |
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