-24.8%
FICO vs VFC
+42.8%
-67.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.1% | +2.4% |
| 7D | -0.1% | +7.7% | -7.7% | -1.0% |
| 30D | +8.4% | +39.2% | -30.8% | +4.1% |
| 3M | -30.5% | +40.3% | -70.8% | -33.4% |
| 6M | -35.7% | +11.4% | -47.1% | -37.0% |
| YTD | -57.2% | +17.5% | -74.7% | -58.4% |
| 1Y | -58.4% | +45.9% | -104.3% | -60.7% |
| 3Y | -24.8% | +47.3% | -72.1% | -30.2% |
| All | -24.8% | +42.8% | -67.6% | -30.2% |
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