+156.4%
B vs VYM
+77.5%
+78.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -2.4% | -0.8% | -1.6% | -1.8% |
| 30D | +6.3% | -2.2% | +8.6% | +8.2% |
| 3M | +12.1% | +3.1% | +9.1% | +9.6% |
| 6M | -3.1% | +9.7% | -12.8% | -9.2% |
| YTD | +2.0% | +14.9% | -12.9% | -7.3% |
| 1Y | +51.7% | +17.6% | +34.1% | +35.8% |
| 3Y | +190.5% | +65.3% | +125.2% | +107.4% |
| All | +156.4% | +77.5% | +78.9% | +84.1% |
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