+54.4%
VXUS vs FICO
+99.8%
-45.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -16.7% | +17.2% | +2.5% |
| 7D | +1.0% | -19.2% | +20.2% | +3.4% |
| 30D | +2.2% | -14.6% | +16.8% | +3.8% |
| 3M | +3.0% | -20.1% | +23.1% | +4.6% |
| 6M | +10.7% | -36.3% | +47.0% | +15.6% |
| YTD | +17.8% | -44.9% | +62.7% | +25.7% |
| 1Y | +27.6% | -38.6% | +66.2% | +32.7% |
| 3Y | +73.3% | +4.0% | +69.3% | +55.4% |
| All | +54.4% | +99.8% | -45.4% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling