+1,635.6%
FICO vs VYM
+499.3%
+1,136.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.6% | -1.7% |
| 7D | +1.4% | +3.3% | -1.9% | -2.5% |
| 30D | -0.8% | +3.8% | -4.6% | -5.4% |
| 3M | -31.3% | -0.4% | -30.9% | -31.0% |
| 6M | -33.9% | +7.1% | -41.1% | -39.3% |
| YTD | -57.6% | +17.1% | -74.7% | -65.1% |
| 1Y | -59.7% | +18.4% | -78.0% | -67.3% |
| 3Y | -28.0% | +74.5% | -102.6% | -63.7% |
| 5Y | +91.0% | +72.5% | +18.4% | -1.9% |
| 10Y | +529.4% | +206.9% | +322.6% | +60.0% |
| All | +1,635.6% | +499.3% | +1,136.3% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling