-79.9%
FIG vs VYM
+23.6%
-103.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +4.3% |
| 7D | -3.8% | -0.8% | -3.0% | -3.3% |
| 30D | -2.3% | -2.2% | -0.1% | -0.7% |
| 3M | +20.0% | +3.1% | +16.9% | +17.8% |
| 6M | -16.7% | +9.7% | -26.4% | -23.5% |
| YTD | -37.9% | +14.9% | -52.8% | -47.1% |
| 1Y | -58.5% | +17.6% | -76.1% | -66.5% |
| All | -79.9% | +23.6% | -103.5% | -81.5% |
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