+602.8%
FICO vs VCLT
+15.5%
+587.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -15.4% | +0.3% | -15.7% | -15.6% |
| 30D | -10.4% | -0.6% | -9.8% | -10.0% |
| 3M | -22.7% | -2.2% | -20.5% | -21.4% |
| 6M | -36.8% | -2.9% | -33.9% | -35.3% |
| YTD | -44.8% | -2.1% | -42.7% | -43.9% |
| 1Y | -39.3% | -2.6% | -36.7% | -38.1% |
| 3Y | +3.7% | +12.5% | -8.8% | -5.1% |
| 5Y | +101.7% | -15.3% | +117.0% | +117.0% |
| 10Y | +602.8% | +16.6% | +586.1% | +620.2% |
| All | +602.8% | +15.5% | +587.2% | +620.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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