+3.7%
FICO vs VNQ
+31.8%
-28.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -15.4% | -0.4% | -15.1% | -15.1% |
| 30D | -10.4% | -2.5% | -7.8% | -8.4% |
| 3M | -22.7% | +1.4% | -24.1% | -23.0% |
| 6M | -36.8% | +4.6% | -41.3% | -38.6% |
| YTD | -44.8% | +10.5% | -55.3% | -48.5% |
| 1Y | -39.3% | +8.4% | -47.7% | -42.6% |
| 3Y | +3.7% | +32.4% | -28.7% | -9.0% |
| All | +3.7% | +31.8% | -28.1% | -9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling