+539.5%
FICO vs VIG
+264.3%
+275.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.3% |
| 7D | +4.0% | -0.3% | +4.3% | +4.2% |
| 30D | -1.5% | +4.9% | -6.4% | -8.1% |
| 3M | -29.8% | +2.9% | -32.7% | -32.6% |
| 6M | -33.3% | +11.2% | -44.5% | -42.4% |
| YTD | -56.9% | +16.0% | -72.9% | -64.9% |
| 1Y | -59.5% | +17.0% | -76.4% | -67.4% |
| 3Y | -26.9% | +66.9% | -93.7% | -63.7% |
| 5Y | +92.9% | +65.8% | +27.1% | -2.6% |
| 10Y | +539.5% | +263.6% | +275.9% | +5.0% |
| All | +539.5% | +264.3% | +275.2% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling