+361.5%
ALL vs VYM
+209.2%
+152.4%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.1% |
| 7D | -2.3% | -0.8% | -1.5% | -1.5% |
| 30D | -0.4% | -2.2% | +1.8% | +1.8% |
| 3M | +16.0% | +3.1% | +13.0% | +12.6% |
| 6M | +24.6% | +9.7% | +14.9% | +13.5% |
| YTD | +23.7% | +14.9% | +8.8% | +7.3% |
| 1Y | +27.7% | +17.6% | +10.2% | +8.2% |
| 3Y | +150.2% | +65.3% | +84.9% | +49.5% |
| 5Y | +117.1% | +78.7% | +38.4% | +20.1% |
| All | +361.5% | +209.2% | +152.4% | +61.5% |
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 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