-18.2%
FICO vs VLTO
+54.8%
-73.0%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.7% |
| 7D | -0.9% | +5.4% | -6.3% | -4.1% |
| 30D | +3.3% | +22.3% | -19.0% | -8.5% |
| 3M | -31.7% | +19.6% | -51.3% | -38.6% |
| 6M | -34.0% | +35.2% | -69.1% | -44.0% |
| YTD | -58.3% | +17.9% | -76.2% | -62.3% |
| 1Y | -57.9% | +19.5% | -77.5% | -62.2% |
| 3Y | -24.1% | +73.9% | -98.0% | -35.5% |
| All | -18.2% | +54.8% | -73.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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