+57.3%
VZ vs FICO
-24.0%
+81.3%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +5.6% | -0.3% | +5.9% | +5.6% |
| 30D | +1.9% | +1.7% | +0.1% | +1.9% |
| 3M | +0.8% | -35.2% | +36.0% | +1.1% |
| 6M | +0.6% | -33.7% | +34.3% | +1.4% |
| YTD | +20.8% | -58.2% | +78.9% | +20.8% |
| 1Y | +23.9% | -56.6% | +80.5% | +24.1% |
| All | +57.3% | -24.0% | +81.3% | +65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling