+545.7%
FICO vs VMC
+136.9%
+408.9%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +0.9% | +1.1% | -0.3% | +0.1% |
| 30D | +9.4% | +17.7% | -8.2% | +1.3% |
| 3M | -30.4% | +1.1% | -31.5% | -31.0% |
| 6M | -35.1% | +1.8% | -37.0% | -36.2% |
| YTD | -56.8% | +1.5% | -58.3% | -58.0% |
| 1Y | -58.4% | -1.1% | -57.3% | -59.1% |
| 3Y | -26.7% | +38.8% | -65.5% | -40.1% |
| 5Y | +88.0% | +49.6% | +38.5% | +45.8% |
| 10Y | +545.7% | +130.6% | +415.1% | +263.8% |
| All | +545.7% | +136.9% | +408.9% | +263.8% |
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