+1,742.1%
FICO vs VO
+799.0%
+943.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +4.8% |
| 7D | -0.3% | -3.3% | +3.1% | +3.4% |
| 30D | +1.7% | -1.8% | +3.6% | +3.5% |
| 3M | -35.2% | -3.4% | -31.8% | -32.8% |
| 6M | -33.7% | +3.0% | -36.7% | -36.3% |
| YTD | -58.2% | +10.7% | -68.9% | -62.9% |
| 1Y | -56.6% | +11.8% | -68.4% | -62.0% |
| 3Y | -24.0% | +60.4% | -84.3% | -55.5% |
| 5Y | +86.1% | +33.6% | +52.5% | +34.1% |
| 10Y | +522.8% | +202.0% | +320.8% | +91.5% |
| All | +1,742.1% | +799.0% | +943.0% | +84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling