+3,590.9%
FICO vs VCLT
+102.2%
+3,488.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.9% | +0.3% | -1.2% | -1.1% |
| 30D | +3.3% | +3.7% | -0.3% | +2.0% |
| 3M | -31.7% | -1.0% | -30.8% | -31.4% |
| 6M | -34.0% | -3.4% | -30.6% | -33.2% |
| YTD | -58.3% | -2.6% | -55.7% | -57.9% |
| 1Y | -57.9% | -3.3% | -54.7% | -57.4% |
| 3Y | -24.1% | +17.3% | -41.4% | -27.5% |
| 5Y | +85.3% | -17.0% | +102.3% | +83.3% |
| 10Y | +520.3% | +18.1% | +502.2% | +576.7% |
| All | +3,590.9% | +102.2% | +3,488.7% | +6,563.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling