+3,207.8%
FICO vs VNQ
+392.5%
+2,815.3%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.7% | -16.0% | -16.2% |
| 7D | -19.2% | -1.3% | -17.9% | -18.4% |
| 30D | -14.6% | -2.9% | -11.7% | -12.7% |
| 3M | -20.1% | +0.8% | -20.9% | -20.3% |
| 6M | -36.3% | +2.5% | -38.8% | -37.2% |
| YTD | -44.9% | +10.6% | -55.5% | -48.4% |
| 1Y | -38.6% | +9.1% | -47.7% | -41.9% |
| 3Y | +4.0% | +31.0% | -27.1% | -13.6% |
| 5Y | +99.5% | +4.9% | +94.6% | +93.3% |
| 10Y | +604.7% | +59.5% | +545.2% | +426.9% |
| All | +3,207.8% | +392.5% | +2,815.3% | +1,060.7% |
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