+67.1%
VZ vs FICO
+514.7%
-447.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | +5.6% | -0.3% | +5.9% | +5.6% |
| 30D | +1.9% | +1.7% | +0.1% | +1.7% |
| 3M | +0.8% | -35.2% | +36.0% | +3.5% |
| 6M | +0.6% | -33.7% | +34.3% | +2.9% |
| YTD | +20.8% | -58.2% | +78.9% | +27.6% |
| 1Y | +23.9% | -56.6% | +80.5% | +30.5% |
| 3Y | +55.7% | -24.0% | +79.7% | +50.8% |
| 5Y | +21.5% | +86.1% | -64.5% | +2.1% |
| All | +67.1% | +514.7% | -447.6% | +7.7% |
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