+4,783.7%
FICO vs VCLT
+103.4%
+4,680.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.1% | -16.8% | -16.7% |
| 7D | -19.2% | -0.5% | -18.7% | -19.0% |
| 30D | -14.6% | -0.9% | -13.7% | -14.3% |
| 3M | -20.1% | -3.2% | -16.8% | -19.2% |
| 6M | -36.3% | -3.8% | -32.5% | -35.4% |
| YTD | -44.9% | -2.0% | -42.8% | -44.4% |
| 1Y | -38.6% | -0.8% | -37.8% | -38.4% |
| 3Y | +4.0% | +12.3% | -8.3% | +0.4% |
| 5Y | +99.5% | -15.4% | +114.9% | +96.6% |
| 10Y | +604.7% | +15.7% | +588.9% | +652.7% |
| All | +4,783.7% | +103.4% | +4,680.3% | +8,693.0% |
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