+300.6%
VWO vs FICO
+2,139.4%
-1,838.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +1.7% | +4.0% | -2.3% | +0.4% |
| 30D | -4.2% | -1.5% | -2.7% | -4.4% |
| 3M | -4.6% | -29.8% | +25.2% | +2.5% |
| 6M | -5.0% | -33.3% | +28.3% | +1.7% |
| YTD | +6.8% | -56.9% | +63.7% | +29.5% |
| 1Y | +5.8% | -59.5% | +65.2% | +30.8% |
| 3Y | +58.1% | -26.9% | +85.0% | +44.9% |
| 5Y | +27.6% | +92.9% | -65.4% | -26.1% |
| 10Y | +113.9% | +539.5% | -425.5% | -34.5% |
| All | +300.6% | +2,139.4% | -1,838.8% | -54.6% |
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