+531.6%
FICO vs VO
+206.8%
+324.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.7% | 0.0% | -0.6% |
| 7D | -0.1% | -0.1% | +0.1% | -0.2% |
| 30D | +8.4% | +0.5% | +7.9% | +7.3% |
| 3M | -30.5% | -1.0% | -29.5% | -29.8% |
| 6M | -35.7% | +6.4% | -42.1% | -40.9% |
| YTD | -57.2% | +13.6% | -70.8% | -63.7% |
| 1Y | -58.4% | +14.5% | -72.9% | -65.0% |
| 3Y | -24.8% | +67.2% | -92.0% | -60.5% |
| 5Y | +79.3% | +36.1% | +43.2% | +21.8% |
| 10Y | +531.6% | +199.3% | +332.3% | +58.3% |
| All | +531.6% | +206.8% | +324.8% | +58.3% |
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