-28.9%
FICO vs VFC
+50.0%
-78.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.2% | -2.9% | 0.0% |
| 7D | +2.2% | +1.6% | +0.6% | +2.0% |
| 30D | +0.1% | +25.5% | -25.4% | -2.8% |
| 3M | -35.2% | +41.3% | -76.4% | -37.9% |
| 6M | -32.4% | +22.2% | -54.6% | -34.4% |
| YTD | -57.4% | +16.4% | -73.8% | -58.6% |
| 1Y | -58.5% | +38.4% | -97.0% | -60.6% |
| 3Y | -28.9% | +56.2% | -85.1% | -34.3% |
| All | -28.9% | +50.0% | -78.8% | -34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling