+499.7%
FICO vs VFC
-46.8%
+546.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | -0.9% | +11.2% | -12.1% | -3.6% |
| 30D | +3.3% | +41.5% | -38.2% | -5.1% |
| 3M | -31.7% | +38.9% | -70.7% | -37.2% |
| 6M | -34.0% | +6.1% | -40.1% | -35.8% |
| YTD | -58.3% | +14.5% | -72.9% | -60.6% |
| 1Y | -57.9% | +46.0% | -103.9% | -62.7% |
| 3Y | -24.1% | +36.4% | -60.4% | -40.2% |
| 5Y | +85.3% | -67.5% | +152.9% | +147.7% |
| All | +499.7% | -46.8% | +546.5% | +538.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 10y: compounded portfolio wealth divided by compounded VFC 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…
10y analysis · Full analysis span regression · 6 months rolling