+1,663.4%
FICO vs VYM
+498.9%
+1,164.5%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -1.4% |
| 7D | +4.0% | -0.2% | +4.1% | +4.0% |
| 30D | -1.5% | +3.6% | -5.1% | -5.9% |
| 3M | -29.8% | -0.1% | -29.7% | -29.7% |
| 6M | -33.3% | +7.1% | -40.4% | -38.7% |
| YTD | -56.9% | +17.0% | -73.9% | -64.5% |
| 1Y | -59.5% | +19.0% | -78.4% | -67.3% |
| 3Y | -26.9% | +74.4% | -101.3% | -63.0% |
| 5Y | +92.9% | +72.7% | +20.2% | -1.0% |
| 10Y | +539.5% | +206.6% | +332.9% | +62.7% |
| All | +1,663.4% | +498.9% | +1,164.5% | +89.8% |
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