+2,155.5%
FICO vs VYM
+492.8%
+1,662.7%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.2% |
| 7D | -19.2% | 0.0% | -19.2% | -19.1% |
| 30D | -14.6% | -0.5% | -14.0% | -13.9% |
| 3M | -20.1% | +3.0% | -23.1% | -22.9% |
| 6M | -36.3% | +8.2% | -44.5% | -42.3% |
| YTD | -44.9% | +15.8% | -60.7% | -54.0% |
| 1Y | -38.6% | +20.8% | -59.5% | -51.4% |
| 3Y | +4.0% | +65.3% | -61.3% | -43.9% |
| 5Y | +99.5% | +76.6% | +22.9% | -0.3% |
| 10Y | +604.7% | +203.9% | +400.8% | +81.6% |
| All | +2,155.5% | +492.8% | +1,662.7% | +146.1% |
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