-26.7%
FICO vs VYM
+73.7%
-100.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.5% | +0.5% |
| 7D | +0.9% | +0.1% | +0.8% | +0.5% |
| 30D | +9.4% | +3.0% | +6.5% | +5.9% |
| 3M | -30.4% | -1.0% | -29.4% | -29.8% |
| 6M | -35.1% | +6.4% | -41.5% | -39.2% |
| YTD | -56.8% | +15.9% | -72.7% | -63.1% |
| 1Y | -58.4% | +18.7% | -77.1% | -65.4% |
| 3Y | -26.7% | +72.8% | -99.5% | -53.9% |
| All | -26.7% | +73.7% | -100.3% | -53.9% |
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