+65.5%
VZ vs FICO
+512.2%
-446.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | +2.1% | -0.9% | +3.1% | +2.2% |
| 30D | +1.4% | +3.3% | -2.0% | +1.1% |
| 3M | -1.3% | -31.7% | +30.5% | +1.1% |
| 6M | -0.5% | -34.0% | +33.4% | +1.8% |
| YTD | +19.6% | -58.3% | +78.0% | +26.5% |
| 1Y | +22.4% | -57.9% | +80.3% | +29.2% |
| 3Y | +55.9% | -24.1% | +79.9% | +51.0% |
| 5Y | +20.4% | +85.3% | -64.9% | +1.2% |
| All | +65.5% | +512.2% | -446.7% | +6.7% |
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