+88.0%
FICO vs VFC
-67.2%
+155.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.6% | +1.1% |
| 7D | +0.9% | +3.5% | -2.6% | +0.2% |
| 30D | +9.4% | +38.3% | -28.8% | +3.7% |
| 3M | -30.4% | +40.2% | -70.6% | -34.3% |
| 6M | -35.1% | +10.6% | -45.7% | -36.7% |
| YTD | -56.8% | +16.7% | -73.5% | -58.5% |
| 1Y | -58.4% | +45.0% | -103.4% | -61.5% |
| 3Y | -26.7% | +48.8% | -75.5% | -38.4% |
| 5Y | +88.0% | -67.6% | +155.6% | +133.2% |
| All | +88.0% | -67.2% | +155.2% | +133.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling