-59.7%
FICO vs VYM
+18.8%
-78.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.6% |
| 7D | +1.4% | +3.3% | -1.9% | -1.2% |
| 30D | -0.8% | +3.8% | -4.6% | -4.5% |
| 3M | -31.3% | -0.4% | -30.9% | -31.8% |
| 6M | -33.9% | +7.1% | -41.1% | -37.8% |
| YTD | -57.6% | +17.1% | -74.7% | -63.2% |
| 1Y | -59.7% | +18.4% | -78.0% | -65.6% |
| All | -59.7% | +18.8% | -78.4% | -65.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling