+116.6%
VWO vs FICO
+647.8%
-531.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -1.7% |
| 7D | +0.2% | -10.6% | +10.7% | +2.0% |
| 30D | +0.9% | -6.3% | +7.2% | +1.6% |
| 3M | +4.3% | -19.7% | +24.0% | +7.3% |
| 6M | +10.5% | -31.8% | +42.3% | +16.6% |
| YTD | +13.4% | -41.8% | +55.2% | +23.6% |
| 1Y | +18.6% | -36.4% | +55.0% | +25.1% |
| 3Y | +65.8% | +9.3% | +56.5% | +42.9% |
| 5Y | +35.2% | +113.0% | -77.8% | -8.7% |
| 10Y | +116.6% | +665.4% | -548.8% | -12.5% |
| All | +116.6% | +647.8% | -531.2% | -12.5% |
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