+84.4%
FICO vs VCLT
-16.7%
+101.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | +2.2% | -2.3% | +4.5% | +4.3% |
| 30D | +0.1% | +0.8% | -0.7% | -0.6% |
| 3M | -35.2% | -2.7% | -32.5% | -33.5% |
| 6M | -32.4% | -4.3% | -28.1% | -29.7% |
| YTD | -57.4% | -4.3% | -53.1% | -55.7% |
| 1Y | -58.5% | -4.4% | -54.2% | -56.8% |
| 3Y | -28.9% | +13.8% | -42.6% | -36.8% |
| All | +84.4% | -16.7% | +101.0% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling