+575.8%
ALL vs VYM
+498.6%
+77.2%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +5.0% | +3.7% | +1.4% | +0.6% |
| 30D | +13.3% | +3.7% | +9.6% | +8.5% |
| 3M | +3.2% | -0.7% | +3.9% | +4.0% |
| 6M | +25.3% | +7.2% | +18.1% | +15.0% |
| YTD | +30.5% | +16.9% | +13.5% | +7.4% |
| 1Y | +29.2% | +19.6% | +9.6% | +3.5% |
| 3Y | +119.1% | +74.6% | +44.5% | +10.1% |
| 5Y | +162.6% | +72.3% | +90.3% | +33.7% |
| 10Y | +378.8% | +206.5% | +172.2% | +16.0% |
| All | +575.8% | +498.6% | +77.2% | -37.9% |
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