+4.4%
FICO vs VMC
+21.0%
-16.6%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | +0.9% | -17.6% | -17.0% |
| 7D | -19.2% | -4.3% | -14.9% | -18.1% |
| 30D | -14.6% | -8.2% | -6.3% | -12.3% |
| 3M | -20.1% | -7.0% | -13.0% | -18.3% |
| 6M | -36.3% | -10.8% | -25.6% | -34.3% |
| YTD | -44.9% | -7.4% | -37.5% | -44.6% |
| 1Y | -38.6% | -9.5% | -29.1% | -37.9% |
| All | +4.4% | +21.0% | -16.6% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling