-33.7%
FICO vs VO
+3.3%
-37.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.8% |
| 7D | -0.3% | -3.3% | +3.1% | +0.6% |
| 30D | +1.7% | -1.8% | +3.6% | +1.8% |
| 3M | -35.2% | -3.4% | -31.8% | -35.6% |
| 6M | -33.7% | +3.0% | -36.7% | -32.2% |
| All | -33.7% | +3.3% | -37.0% | -32.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling