-23.8%
FICO vs VLTO
+68.7%
-92.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | -0.3% | +12.0% | -12.3% | -7.7% |
| 30D | +1.7% | +20.8% | -19.1% | -10.3% |
| 3M | -35.2% | +20.1% | -55.3% | -42.5% |
| 6M | -33.7% | +32.6% | -66.3% | -44.1% |
| YTD | -58.2% | +17.3% | -75.5% | -62.3% |
| 1Y | -56.6% | +17.3% | -73.9% | -61.0% |
| All | -23.8% | +68.7% | -92.4% | -35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling