-59.9%
FICO vs VO
+10.8%
-70.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -0.9% | -2.6% | +1.6% | +0.8% |
| 30D | +3.3% | -0.9% | +4.3% | +3.4% |
| 3M | -31.7% | -3.0% | -28.7% | -30.5% |
| 6M | -34.0% | +2.2% | -36.2% | -36.0% |
| YTD | -58.3% | +10.6% | -68.9% | -62.7% |
| All | -59.9% | +10.8% | -70.7% | -64.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling