+541.4%
FICO vs VMC
+125.2%
+416.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +0.9% | +0.6% |
| 7D | +2.2% | -1.3% | +3.5% | +2.8% |
| 30D | +0.1% | +15.5% | -15.4% | -6.6% |
| 3M | -35.2% | +0.6% | -35.7% | -35.5% |
| 6M | -32.4% | +2.1% | -34.4% | -33.6% |
| YTD | -57.4% | -1.6% | -55.8% | -58.1% |
| 1Y | -58.5% | -1.2% | -57.4% | -59.3% |
| 3Y | -28.9% | +35.3% | -64.2% | -41.2% |
| 5Y | +91.7% | +43.6% | +48.1% | +51.4% |
| All | +541.4% | +125.2% | +416.2% | +266.8% |
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