+76.9%
FICO vs VMC
+42.5%
+34.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.1% |
| 7D | -0.9% | +0.5% | -1.5% | -1.5% |
| 30D | +3.3% | +15.8% | -12.5% | -4.0% |
| 3M | -31.7% | +0.6% | -32.3% | -32.3% |
| 6M | -34.0% | -4.0% | -29.9% | -33.3% |
| YTD | -58.3% | -0.3% | -58.0% | -59.5% |
| 1Y | -57.9% | -0.5% | -57.4% | -59.1% |
| 3Y | -24.1% | +39.6% | -63.6% | -42.1% |
| All | +76.9% | +42.5% | +34.5% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling