+665.4%
FICO vs VNQ
+59.3%
+606.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.4% | +6.3% |
| 7D | -10.6% | -0.9% | -9.7% | -9.8% |
| 30D | -6.3% | -2.2% | -4.1% | -4.2% |
| 3M | -19.7% | -1.9% | -17.8% | -17.9% |
| 6M | -31.8% | +3.2% | -35.0% | -33.6% |
| YTD | -41.8% | +9.4% | -51.2% | -46.3% |
| 1Y | -36.4% | +7.5% | -43.9% | -40.3% |
| 3Y | +9.3% | +31.1% | -21.8% | -15.6% |
| 5Y | +113.0% | +6.6% | +106.4% | +98.3% |
| 10Y | +665.4% | +63.9% | +601.5% | +384.9% |
| All | +665.4% | +59.3% | +606.2% | +384.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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