+88.0%
FICO vs VYM
+71.4%
+16.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.7% |
| 3M | -30.4% | -1.0% | -29.4% | -29.6% |
| 6M | -35.1% | +6.4% | -41.5% | -39.6% |
| YTD | -56.8% | +15.9% | -72.7% | -63.6% |
| 1Y | -58.4% | +18.7% | -77.1% | -65.9% |
| 3Y | -26.7% | +72.8% | -99.5% | -61.2% |
| 5Y | +88.0% | +71.2% | +16.8% | +2.4% |
| All | +88.0% | +71.4% | +16.6% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling