+665.4%
FICO vs VYM
+202.0%
+463.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.5% | +5.9% | +5.9% |
| 7D | -10.6% | -1.0% | -9.6% | -9.5% |
| 30D | -6.3% | -2.0% | -4.3% | -4.0% |
| 3M | -19.7% | +3.1% | -22.8% | -22.5% |
| 6M | -31.8% | +8.9% | -40.7% | -38.3% |
| YTD | -41.8% | +14.7% | -56.6% | -50.6% |
| 1Y | -36.4% | +19.4% | -55.8% | -48.5% |
| 3Y | +9.3% | +65.4% | -56.1% | -39.6% |
| 5Y | +113.0% | +77.6% | +35.4% | +8.8% |
| 10Y | +665.4% | +207.8% | +457.7% | +90.5% |
| All | +665.4% | +202.0% | +463.4% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling