+142.3%
VXUS vs FICO
+544.0%
-401.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.7% | +0.1% | +2.3% |
| 7D | +0.8% | -0.1% | +0.8% | +0.7% |
| 30D | -1.9% | +8.4% | -10.3% | -3.9% |
| 3M | -4.4% | -30.5% | +26.1% | +0.4% |
| 6M | -2.0% | -35.7% | +33.8% | +3.2% |
| YTD | +11.1% | -57.2% | +68.3% | +26.9% |
| 1Y | +15.1% | -58.4% | +73.5% | +32.1% |
| 3Y | +70.4% | -24.8% | +95.2% | +57.4% |
| 5Y | +47.2% | +79.3% | -32.1% | +0.2% |
| 10Y | +142.3% | +531.6% | -389.4% | +7.2% |
| All | +142.3% | +544.0% | -401.7% | +7.2% |
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