+101.8%
VWO vs FICO
+544.0%
-442.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +1.9% |
| 7D | +1.6% | -0.1% | +1.7% | +1.6% |
| 30D | -5.3% | +8.4% | -13.7% | -7.1% |
| 3M | -6.2% | -30.5% | +24.3% | -1.6% |
| 6M | -6.2% | -35.7% | +29.5% | -1.4% |
| YTD | +5.6% | -57.2% | +62.8% | +20.1% |
| 1Y | +6.2% | -58.4% | +64.6% | +21.4% |
| 3Y | +57.5% | -24.8% | +82.3% | +45.1% |
| 5Y | +28.0% | +79.3% | -51.2% | -13.6% |
| 10Y | +101.8% | +531.6% | -429.9% | -15.4% |
| All | +101.8% | +544.0% | -442.2% | -15.4% |
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