-24.1%
FICO vs VFC
+39.5%
-63.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | -0.9% | +11.2% | -12.1% | -2.3% |
| 30D | +3.3% | +41.5% | -38.2% | -0.9% |
| 3M | -31.7% | +38.9% | -70.7% | -34.4% |
| 6M | -34.0% | +6.1% | -40.1% | -34.9% |
| YTD | -58.3% | +14.5% | -72.9% | -59.4% |
| 1Y | -57.9% | +46.0% | -103.9% | -60.2% |
| 3Y | -24.1% | +36.4% | -60.4% | -29.3% |
| All | -24.1% | +39.5% | -63.6% | -29.3% |
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