+56.2%
VUG vs FICO
+84.1%
-27.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.0% |
| 3M | -8.1% | -35.2% | +27.1% | -1.7% |
| 6M | -3.2% | -33.7% | +30.4% | +1.0% |
| YTD | +0.5% | -58.2% | +58.6% | +17.5% |
| 1Y | -0.7% | -56.6% | +55.9% | +14.6% |
| 3Y | +77.1% | -24.0% | +101.1% | +56.1% |
| 5Y | +56.2% | +86.1% | -29.9% | -3.2% |
| All | +56.2% | +84.1% | -27.9% | -3.2% |
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