+369.5%
ALAB vs VYM
+47.3%
+322.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +1.0% |
| 7D | -6.2% | -0.8% | -5.4% | -4.5% |
| 30D | -8.7% | -2.2% | -6.4% | -4.3% |
| 3M | -20.7% | +3.1% | -23.8% | -25.7% |
| 6M | +133.5% | +9.7% | +123.8% | +94.9% |
| YTD | +75.1% | +14.9% | +60.2% | +33.8% |
| 1Y | +25.0% | +17.6% | +7.5% | -8.3% |
| All | +369.5% | +47.3% | +322.2% | +153.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling