+531.6%
FICO vs VMC
+146.3%
+385.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.6% | +0.2% | +1.6% |
| 7D | -0.1% | +0.3% | -0.3% | -0.4% |
| 30D | +8.4% | +18.6% | -10.1% | +0.1% |
| 3M | -30.5% | +2.0% | -32.5% | -31.4% |
| 6M | -35.7% | +2.6% | -38.3% | -37.0% |
| YTD | -57.2% | +2.3% | -59.4% | -58.6% |
| 1Y | -58.4% | +1.7% | -60.1% | -59.7% |
| 3Y | -24.8% | +41.7% | -66.5% | -39.1% |
| 5Y | +79.3% | +46.6% | +32.6% | +40.4% |
| 10Y | +531.6% | +140.3% | +391.4% | +252.3% |
| All | +531.6% | +146.3% | +385.4% | +252.3% |
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