+101.7%
FICO vs VFC
-79.1%
+180.7%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +2.4% | -19.0% | -17.1% |
| 7D | -19.2% | -1.6% | -17.6% | -19.0% |
| 30D | -14.6% | -11.6% | -3.0% | -12.9% |
| 3M | -20.1% | -18.1% | -2.0% | -18.0% |
| 6M | -36.3% | -27.4% | -9.0% | -33.6% |
| YTD | -44.9% | -24.8% | -20.0% | -42.9% |
| 1Y | -38.6% | -8.2% | -30.4% | -38.9% |
| 3Y | +4.0% | -29.1% | +33.1% | +1.7% |
| All | +101.7% | -79.1% | +180.7% | +160.1% |
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