-57.9%
FICO vs VMC
+0.2%
-58.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -0.9% | +0.5% | -1.5% | -1.2% |
| 30D | +3.3% | +15.8% | -12.5% | -0.2% |
| 3M | -31.7% | +0.6% | -32.3% | -32.7% |
| 6M | -34.0% | -4.0% | -29.9% | -34.3% |
| YTD | -58.3% | -0.3% | -58.0% | -61.1% |
| 1Y | -57.9% | -0.5% | -57.4% | -60.8% |
| All | -57.9% | +0.2% | -58.2% | -60.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling