+580.9%
A vs VYM
+487.3%
+93.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -4.4% | -1.0% | -3.4% | -3.3% |
| 30D | -2.7% | -2.0% | -0.6% | -0.4% |
| 3M | +7.0% | +3.1% | +4.0% | +3.4% |
| 6M | +24.6% | +8.9% | +15.7% | +13.2% |
| YTD | +7.0% | +14.7% | -7.7% | -8.4% |
| 1Y | +15.6% | +19.4% | -3.8% | -5.4% |
| 3Y | +29.9% | +65.4% | -35.5% | -25.6% |
| 5Y | -15.4% | +77.6% | -92.9% | -54.9% |
| 10Y | +248.9% | +207.8% | +41.1% | -3.6% |
| All | +580.9% | +487.3% | +93.7% | -8.0% |
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