-59.5%
FICO vs VYM
+19.7%
-79.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -1.0% |
| 7D | +4.0% | -0.2% | +4.1% | +3.9% |
| 30D | -1.5% | +3.6% | -5.1% | -5.0% |
| 3M | -29.8% | -0.1% | -29.7% | -30.4% |
| 6M | -33.3% | +7.1% | -40.4% | -37.1% |
| YTD | -56.9% | +17.0% | -73.9% | -62.5% |
| 1Y | -59.5% | +19.0% | -78.4% | -65.3% |
| All | -59.5% | +19.7% | -79.1% | -65.3% |
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