+199.9%
B vs VYM
+207.1%
-7.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.3% |
| 7D | -5.0% | -1.9% | -3.2% | -4.2% |
| 30D | +8.7% | -2.6% | +11.3% | +10.0% |
| 3M | +17.3% | +3.6% | +13.7% | +15.6% |
| 6M | -5.0% | +8.7% | -13.7% | -8.1% |
| YTD | +1.4% | +14.1% | -12.7% | -3.6% |
| 1Y | +50.5% | +17.8% | +32.7% | +41.4% |
| 3Y | +194.4% | +64.5% | +129.8% | +145.7% |
| 5Y | +156.7% | +77.5% | +79.2% | +110.0% |
| All | +199.9% | +207.1% | -7.2% | +105.5% |
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