+16.5%
VXUS vs FICO
-57.1%
+73.7%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.2% | +5.2% | +1.9% |
| 7D | +0.2% | +0.4% | -0.3% | +0.2% |
| 30D | -2.3% | +1.7% | -4.0% | -2.3% |
| 3M | -2.8% | -33.0% | +30.2% | -3.0% |
| 6M | +2.6% | -33.9% | +36.5% | +1.5% |
| YTD | +12.0% | -58.5% | +70.5% | +13.3% |
| 1Y | +16.5% | -56.4% | +72.9% | +16.6% |
| All | +16.5% | -57.1% | +73.7% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling