+76.5%
VUG vs FICO
+99.8%
-23.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.7% | +16.2% | +3.3% |
| 7D | -0.1% | -19.2% | +19.1% | +4.4% |
| 30D | -0.3% | -14.6% | +14.3% | +2.6% |
| 3M | -0.7% | -20.1% | +19.4% | +2.4% |
| 6M | +14.6% | -36.3% | +50.9% | +24.2% |
| YTD | +9.0% | -44.9% | +53.9% | +22.8% |
| 1Y | +14.9% | -38.6% | +53.5% | +23.2% |
| 3Y | +86.0% | +4.0% | +82.1% | +55.2% |
| All | +76.5% | +99.8% | -23.3% | +17.1% |
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 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