+499.7%
FICO vs VO
+196.6%
+303.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.2% |
| 7D | -0.9% | -2.6% | +1.6% | +2.0% |
| 30D | +3.3% | -0.9% | +4.3% | +4.1% |
| 3M | -31.7% | -3.0% | -28.7% | -29.3% |
| 6M | -34.0% | +2.2% | -36.2% | -36.2% |
| YTD | -58.3% | +10.6% | -68.9% | -63.5% |
| 1Y | -57.9% | +12.5% | -70.4% | -63.9% |
| 3Y | -24.1% | +61.4% | -85.4% | -58.3% |
| 5Y | +85.3% | +33.4% | +51.9% | +29.0% |
| All | +499.7% | +196.6% | +303.1% | +59.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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