+38.4%
AR vs VYM
+209.2%
-170.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.7% | -2.6% | -2.8% |
| 7D | -2.5% | -0.8% | -1.7% | -1.4% |
| 30D | +2.5% | -2.2% | +4.8% | +5.8% |
| 3M | +12.3% | +3.1% | +9.2% | +7.2% |
| 6M | -3.1% | +9.7% | -12.8% | -16.3% |
| YTD | +11.5% | +14.9% | -3.4% | -10.2% |
| 1Y | +17.0% | +17.6% | -0.5% | -8.7% |
| 3Y | +47.3% | +65.3% | -18.0% | -29.9% |
| 5Y | +141.2% | +78.7% | +62.5% | +6.8% |
| All | +38.4% | +209.2% | -170.7% | -67.1% |
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