-80.3%
FIG vs VYM
+24.0%
-104.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.4% | -5.2% | -5.4% |
| 7D | -16.4% | +0.1% | -16.5% | -16.4% |
| 30D | -2.3% | -1.3% | -1.0% | -1.4% |
| 3M | +7.8% | +4.1% | +3.8% | +5.2% |
| 6M | -21.8% | +9.8% | -31.6% | -28.2% |
| YTD | -39.1% | +15.3% | -54.4% | -48.2% |
| 1Y | -56.6% | +20.0% | -76.7% | -63.7% |
| All | -80.3% | +24.0% | -104.3% | -81.9% |
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