+4.4%
FICO vs VO
+56.6%
-52.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.2% | -16.5% | -16.5% |
| 7D | -19.2% | -0.3% | -18.9% | -18.9% |
| 30D | -14.6% | -0.3% | -14.3% | -14.2% |
| 3M | -20.1% | +2.9% | -23.0% | -22.7% |
| 6M | -36.3% | +9.3% | -45.7% | -42.3% |
| YTD | -44.9% | +14.2% | -59.0% | -52.4% |
| 1Y | -38.6% | +15.3% | -53.9% | -47.5% |
| All | +4.4% | +56.6% | -52.2% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling