+538.9%
FICO vs VFC
-50.3%
+589.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -0.8% |
| 7D | +1.4% | -1.4% | +2.8% | +1.8% |
| 30D | -0.8% | +24.6% | -25.4% | -6.1% |
| 3M | -31.3% | +38.4% | -69.7% | -36.7% |
| 6M | -33.9% | +15.3% | -49.2% | -37.0% |
| YTD | -57.6% | +12.7% | -70.3% | -59.7% |
| 1Y | -59.7% | +32.7% | -92.3% | -63.3% |
| 3Y | -28.0% | +43.7% | -71.7% | -44.5% |
| 5Y | +91.0% | -69.2% | +160.1% | +160.4% |
| All | +538.9% | -50.3% | +589.2% | +590.5% |
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