+1,250.4%
VUG vs FICO
+2,357.8%
-1,107.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -16.7% | +16.2% | +4.7% |
| 7D | -0.1% | -19.2% | +19.1% | +6.1% |
| 30D | -0.3% | -14.6% | +14.3% | +3.8% |
| 3M | -0.7% | -20.1% | +19.4% | +3.8% |
| 6M | +14.6% | -36.3% | +50.9% | +26.5% |
| YTD | +9.0% | -44.9% | +53.9% | +25.5% |
| 1Y | +14.9% | -38.6% | +53.5% | +25.5% |
| 3Y | +86.0% | +4.0% | +82.1% | +62.1% |
| 5Y | +76.7% | +99.5% | -22.8% | +18.8% |
| 10Y | +411.3% | +604.7% | -193.4% | +118.2% |
| All | +1,250.4% | +2,357.8% | -1,107.4% | +202.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling