+539.5%
FICO vs VMC
+129.3%
+410.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | +4.0% | -4.3% | +8.3% | +6.0% |
| 30D | -1.5% | +16.2% | -17.7% | -8.3% |
| 3M | -29.8% | -0.8% | -29.0% | -29.8% |
| 6M | -33.3% | +1.2% | -34.4% | -34.2% |
| YTD | -56.9% | +0.5% | -57.3% | -58.0% |
| 1Y | -59.5% | -2.9% | -56.6% | -59.8% |
| 3Y | -26.9% | +37.3% | -64.2% | -40.0% |
| 5Y | +92.9% | +48.8% | +44.1% | +49.9% |
| 10Y | +539.5% | +131.4% | +408.1% | +261.6% |
| All | +539.5% | +129.3% | +410.2% | +261.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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