-37.2%
FICO vs VNQ
+6.6%
-43.8%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -1.4% |
| 7D | -14.1% | -2.6% | -11.5% | -11.6% |
| 30D | -7.5% | -2.3% | -5.1% | -4.9% |
| 3M | -21.3% | -2.8% | -18.5% | -18.1% |
| 6M | -25.2% | +2.5% | -27.8% | -26.2% |
| YTD | -43.2% | +8.4% | -51.6% | -47.4% |
| 1Y | -37.2% | +6.8% | -44.0% | -40.3% |
| All | -37.2% | +6.6% | -43.8% | -40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling