+315.5%
ARM vs VYM
+63.6%
+251.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +2.2% |
| 7D | +12.5% | -1.0% | +13.5% | +15.0% |
| 30D | -1.4% | -2.0% | +0.7% | +3.4% |
| 3M | -18.7% | +3.1% | -21.7% | -23.9% |
| 6M | +124.6% | +8.9% | +115.7% | +88.6% |
| YTD | +141.7% | +14.7% | +127.0% | +81.3% |
| 1Y | +87.7% | +19.4% | +68.2% | +28.9% |
| All | +315.5% | +63.6% | +251.9% | +51.6% |
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