+919.3%
VZ vs FICO
+78,251.7%
-77,332.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -3.2% | +5.3% | +2.3% |
| 7D | +6.9% | +0.4% | +6.5% | +6.9% |
| 30D | +2.3% | +1.7% | +0.6% | +2.0% |
| 3M | 0.0% | -33.0% | +33.1% | +2.7% |
| 6M | +0.2% | -33.9% | +34.1% | +2.8% |
| YTD | +20.9% | -58.5% | +79.4% | +28.3% |
| 1Y | +25.2% | -56.4% | +81.6% | +32.2% |
| 3Y | +55.9% | -24.7% | +80.5% | +54.0% |
| 5Y | +22.6% | +83.1% | -60.5% | +9.8% |
| 10Y | +68.6% | +517.2% | -448.6% | +32.4% |
| All | +919.3% | +78,251.7% | -77,332.4% | +533.9% |
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 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