+185.4%
ARM vs VYM
+65.3%
+120.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -3.6% |
| 7D | -10.4% | +0.1% | -10.5% | -10.1% |
| 30D | -31.8% | +3.0% | -34.8% | -36.2% |
| 3M | -32.2% | -1.0% | -31.2% | -30.2% |
| 6M | -14.9% | +6.4% | -21.3% | -25.0% |
| YTD | +66.0% | +15.9% | +50.1% | +22.4% |
| 1Y | +17.2% | +18.7% | -1.5% | -18.4% |
| 3Y | +247.2% | +72.8% | +174.4% | +6.3% |
| All | +185.4% | +65.3% | +120.1% | +2.3% |
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