-11.5%
A vs VYM
+77.5%
-89.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +1.9% |
| 7D | -2.6% | -0.8% | -1.8% | -1.6% |
| 30D | -0.9% | -2.2% | +1.4% | +1.8% |
| 3M | +13.6% | +3.1% | +10.6% | +9.6% |
| 6M | +27.8% | +9.7% | +18.1% | +14.3% |
| YTD | +8.6% | +14.9% | -6.3% | -8.2% |
| 1Y | +16.9% | +17.6% | -0.7% | -3.9% |
| 3Y | +32.9% | +65.3% | -32.4% | -26.4% |
| All | -11.5% | +77.5% | -89.0% | -53.4% |
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