-38.6%
FICO vs VIG
+16.9%
-55.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.5% | -16.2% | -16.2% |
| 7D | -19.2% | -0.4% | -18.8% | -18.7% |
| 30D | -14.6% | -1.0% | -13.6% | -13.5% |
| 3M | -20.1% | +2.8% | -22.9% | -22.2% |
| 6M | -36.3% | +8.2% | -44.5% | -41.4% |
| YTD | -44.9% | +11.0% | -55.9% | -50.5% |
| 1Y | -38.6% | +16.1% | -54.8% | -45.9% |
| All | -38.6% | +16.9% | -55.5% | -45.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 1y: compounded portfolio wealth divided by compounded VIG 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…
1y analysis · Full analysis span regression · 6 months rolling