+311.3%
ARM vs VYM
+64.5%
+246.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.2% | +4.8% |
| 7D | +11.4% | +0.1% | +11.2% | +10.9% |
| 30D | -7.4% | -1.3% | -6.2% | -4.7% |
| 3M | -24.5% | +4.1% | -28.6% | -31.0% |
| 6M | +128.7% | +9.8% | +118.9% | +88.4% |
| YTD | +139.3% | +15.3% | +123.9% | +77.3% |
| 1Y | +88.0% | +20.0% | +68.0% | +27.7% |
| All | +311.3% | +64.5% | +246.8% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling