+84.4%
FICO vs VO
+36.2%
+48.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | +2.2% | +3.1% | -0.9% | -1.1% |
| 30D | +0.1% | +2.2% | -2.1% | -2.6% |
| 3M | -35.2% | -2.5% | -32.7% | -33.5% |
| 6M | -32.4% | +7.0% | -39.3% | -37.6% |
| YTD | -57.4% | +14.0% | -71.4% | -63.5% |
| 1Y | -58.5% | +15.6% | -74.2% | -65.0% |
| 3Y | -28.9% | +66.2% | -95.0% | -60.0% |
| All | +84.4% | +36.2% | +48.1% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling