+990.1%
VZ vs FICO
+104,095.6%
-103,105.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.7% | +15.8% | +0.5% |
| 7D | +0.1% | -19.2% | +19.3% | +1.8% |
| 30D | +7.9% | -14.6% | +22.5% | +9.1% |
| 3M | +13.6% | -20.1% | +33.7% | +15.3% |
| 6M | +1.1% | -36.3% | +37.4% | +4.2% |
| YTD | +29.3% | -44.9% | +74.1% | +34.6% |
| 1Y | +21.2% | -38.6% | +59.9% | +24.6% |
| 3Y | +75.9% | +4.0% | +71.9% | +69.7% |
| 5Y | +24.1% | +99.5% | -75.4% | +11.1% |
| 10Y | +62.4% | +604.7% | -542.3% | +26.8% |
| All | +990.1% | +104,095.6% | -103,105.5% | +565.2% |
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