-39.3%
FICO vs VCLT
-2.4%
-36.9%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.2% |
| 7D | -15.4% | +0.3% | -15.7% | -15.7% |
| 30D | -10.4% | -0.6% | -9.8% | -9.9% |
| 3M | -22.7% | -2.2% | -20.5% | -21.0% |
| 6M | -36.8% | -2.9% | -33.9% | -33.9% |
| YTD | -44.8% | -2.1% | -42.7% | -43.0% |
| 1Y | -39.3% | -2.6% | -36.7% | -37.1% |
| All | -39.3% | -2.4% | -36.9% | -37.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling