+101.7%
FICO vs VCLT
-15.0%
+116.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.1% | -16.8% | -16.8% |
| 7D | -19.2% | -0.5% | -18.7% | -18.8% |
| 30D | -14.6% | -0.9% | -13.7% | -13.9% |
| 3M | -20.1% | -3.2% | -16.8% | -17.9% |
| 6M | -36.3% | -3.8% | -32.5% | -34.2% |
| YTD | -44.9% | -2.0% | -42.8% | -43.9% |
| 1Y | -38.6% | -0.8% | -37.8% | -38.1% |
| 3Y | +4.0% | +12.3% | -8.3% | -6.2% |
| All | +101.7% | -15.0% | +116.6% | +85.8% |
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