+76.1%
VUG vs FICO
-24.0%
+100.1%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.9% | -6.4% | -5.6% |
| 7D | -7.1% | -0.3% | -6.9% | -7.1% |
| 30D | -12.1% | +1.7% | -13.8% | -12.6% |
| 3M | -8.1% | -35.2% | +27.1% | -4.5% |
| 6M | -3.2% | -33.7% | +30.4% | -1.2% |
| YTD | +0.5% | -58.2% | +58.6% | +11.1% |
| 1Y | -0.7% | -56.6% | +55.9% | +8.9% |
| All | +76.1% | -24.0% | +100.1% | +58.9% |
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