+78,963.7%
FICO vs VFC
+1,337.9%
+77,625.8%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.8% | +1.7% |
| 7D | -0.3% | +10.9% | -11.1% | -3.2% |
| 30D | +1.7% | +40.6% | -38.9% | -7.4% |
| 3M | -35.2% | +34.4% | -69.6% | -40.4% |
| 6M | -33.7% | +12.3% | -45.9% | -36.8% |
| YTD | -58.2% | +14.4% | -72.5% | -60.7% |
| 1Y | -56.6% | +40.6% | -97.2% | -61.7% |
| 3Y | -24.0% | +40.1% | -64.1% | -41.4% |
| 5Y | +86.1% | -67.6% | +153.6% | +120.4% |
| 10Y | +522.8% | -45.9% | +568.7% | +499.7% |
| All | +78,963.7% | +1,337.9% | +77,625.8% | +38,468.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling