+603.9%
FICO vs VIG
+241.8%
+362.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.5% | -16.2% | -16.1% |
| 7D | -19.2% | -0.4% | -18.8% | -18.6% |
| 30D | -14.6% | -1.0% | -13.6% | -13.3% |
| 3M | -20.1% | +2.8% | -22.9% | -23.0% |
| 6M | -36.3% | +8.2% | -44.5% | -42.9% |
| YTD | -44.9% | +11.0% | -55.9% | -52.2% |
| 1Y | -38.6% | +16.1% | -54.8% | -50.0% |
| 3Y | +4.0% | +56.2% | -52.2% | -43.3% |
| 5Y | +99.5% | +63.0% | +36.5% | +3.3% |
| All | +603.9% | +241.8% | +362.1% | +32.1% |
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