+134.8%
VXUS vs FICO
+512.2%
-377.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.2% |
| 7D | -1.8% | -0.9% | -0.8% | -1.6% |
| 30D | -4.6% | +3.3% | -7.9% | -5.7% |
| 3M | -6.1% | -31.7% | +25.6% | -1.0% |
| 6M | -4.9% | -34.0% | +29.1% | -0.7% |
| YTD | +8.1% | -58.3% | +66.4% | +24.0% |
| 1Y | +12.1% | -57.9% | +70.0% | +28.1% |
| 3Y | +63.9% | -24.1% | +87.9% | +50.4% |
| 5Y | +43.1% | +85.3% | -42.2% | -4.0% |
| All | +134.8% | +512.2% | -377.5% | +5.6% |
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 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