+2,455.3%
FICO vs VNQ
+399.1%
+2,056.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | +0.8% | +1.4% | +1.7% |
| 30D | +0.1% | +6.8% | -6.7% | -4.5% |
| 3M | -35.2% | -1.3% | -33.9% | -34.6% |
| 6M | -32.4% | +2.4% | -34.7% | -33.3% |
| YTD | -57.4% | +12.1% | -69.5% | -60.6% |
| 1Y | -58.5% | +12.0% | -70.5% | -61.6% |
| 3Y | -28.9% | +44.8% | -73.6% | -44.7% |
| 5Y | +91.7% | +6.9% | +84.8% | +83.2% |
| 10Y | +531.9% | +82.9% | +449.0% | +333.5% |
| All | +2,455.3% | +399.1% | +2,056.2% | +787.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling