-11.0%
FICO vs VO
+0.3%
-11.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.2% | -16.5% | -16.2% |
| 7D | -19.2% | -0.3% | -18.9% | -18.4% |
| 30D | -14.6% | -0.3% | -14.3% | -13.7% |
| All | -11.0% | +0.3% | -11.3% | -9.3% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling