+165.5%
B vs VYM
+74.7%
+90.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.5% |
| 7D | -7.3% | +3.7% | -11.0% | -10.7% |
| 30D | -3.3% | +3.7% | -7.0% | -7.0% |
| 3M | -7.8% | -0.7% | -7.0% | -7.2% |
| 6M | -15.5% | +7.2% | -22.8% | -21.0% |
| YTD | -12.3% | +16.9% | -29.2% | -23.7% |
| 1Y | +5.4% | +19.6% | -14.2% | -10.0% |
| 3Y | +165.5% | +74.6% | +90.9% | +43.9% |
| All | +165.5% | +74.7% | +90.8% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling