+98.0%
VCIT vs FICO
+4,886.8%
-4,788.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -16.7% | +16.7% | +0.4% |
| 7D | -0.3% | -19.2% | +18.8% | +0.1% |
| 30D | -0.8% | -14.6% | +13.8% | -0.5% |
| 3M | -1.0% | -20.1% | +19.1% | -0.7% |
| 6M | -1.8% | -36.3% | +34.5% | -1.1% |
| YTD | -0.7% | -44.9% | +44.2% | +0.4% |
| 1Y | +1.0% | -38.6% | +39.6% | +1.7% |
| 3Y | +18.8% | +4.0% | +14.9% | +17.9% |
| 5Y | +3.5% | +99.5% | -96.1% | +1.0% |
| 10Y | +29.2% | +604.7% | -575.5% | +27.5% |
| All | +98.0% | +4,886.8% | -4,788.8% | +106.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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