+329.3%
VWO vs FICO
+2,764.4%
-2,435.1%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -16.7% | +17.4% | +6.2% |
| 7D | +1.1% | -19.2% | +20.3% | +7.6% |
| 30D | +2.4% | -14.6% | +17.0% | +6.7% |
| 3M | +2.0% | -20.1% | +22.1% | +6.8% |
| 6M | +10.7% | -36.3% | +47.0% | +22.6% |
| YTD | +14.4% | -44.9% | +59.3% | +32.3% |
| 1Y | +22.7% | -38.6% | +61.3% | +34.1% |
| 3Y | +64.2% | +4.0% | +60.2% | +37.0% |
| 5Y | +35.8% | +99.5% | -63.8% | -18.1% |
| 10Y | +114.7% | +604.7% | -490.0% | -33.0% |
| All | +329.3% | +2,764.4% | -2,435.1% | -53.6% |
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