+3.7%
FICO vs VYM
+66.8%
-63.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 7D | -15.4% | +0.1% | -15.6% | -15.5% |
| 30D | -10.4% | -1.3% | -9.1% | -9.1% |
| 3M | -22.7% | +4.1% | -26.8% | -25.7% |
| 6M | -36.8% | +9.8% | -46.6% | -42.5% |
| YTD | -44.8% | +15.3% | -60.1% | -52.3% |
| 1Y | -39.3% | +20.0% | -59.3% | -49.8% |
| 3Y | +3.7% | +66.2% | -62.5% | -31.5% |
| All | +3.7% | +66.8% | -63.1% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling