+159.8%
VXUS vs FICO
+2,646.7%
-2,486.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.9% |
| 7D | -3.4% | -0.3% | -3.2% | -3.4% |
| 30D | -5.8% | +1.7% | -7.5% | -6.9% |
| 3M | -6.4% | -35.2% | +28.8% | +0.7% |
| 6M | -2.5% | -33.7% | +31.1% | +2.6% |
| YTD | +7.9% | -58.2% | +66.1% | +26.1% |
| 1Y | +11.5% | -56.6% | +68.1% | +28.7% |
| 3Y | +63.4% | -24.0% | +87.4% | +50.6% |
| 5Y | +42.9% | +86.1% | -43.1% | -5.4% |
| 10Y | +138.9% | +522.8% | -383.9% | -2.1% |
| All | +159.8% | +2,646.7% | -2,486.8% | -41.4% |
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