+405.3%
VUG vs FICO
+544.1%
-138.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -1.1% | +4.0% | -5.0% | -2.2% |
| 30D | -7.0% | -1.5% | -5.5% | -7.2% |
| 3M | -3.7% | -29.8% | +26.1% | +3.2% |
| 6M | -1.6% | -33.3% | +31.6% | +4.7% |
| YTD | +5.1% | -56.9% | +62.0% | +27.7% |
| 1Y | +3.8% | -59.5% | +63.2% | +28.7% |
| 3Y | +79.9% | -26.9% | +106.7% | +63.8% |
| 5Y | +66.4% | +92.9% | -26.5% | -4.6% |
| 10Y | +405.3% | +539.5% | -134.2% | +67.5% |
| All | +405.3% | +544.1% | -138.8% | +67.5% |
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