+540.0%
ALL vs VYM
+490.3%
+49.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -1.9% | -1.8% |
| 7D | -1.7% | +0.1% | -1.8% | -1.8% |
| 30D | -4.7% | -1.3% | -3.4% | -3.2% |
| 3M | +18.4% | +4.1% | +14.3% | +12.7% |
| 6M | +20.5% | +9.8% | +10.7% | +7.4% |
| YTD | +23.5% | +15.3% | +8.2% | +3.6% |
| 1Y | +29.0% | +20.0% | +9.0% | +2.9% |
| 3Y | +153.7% | +66.2% | +87.5% | +35.3% |
| 5Y | +114.8% | +77.5% | +37.3% | +5.4% |
| 10Y | +356.1% | +201.7% | +154.4% | +12.6% |
| All | +540.0% | +490.3% | +49.8% | -40.2% |
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 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