+118.8%
B vs VYM
+492.8%
-374.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.0% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +9.4% | -0.5% | +10.0% | +9.7% |
| 3M | +5.0% | +3.0% | +2.0% | +3.7% |
| 6M | -3.5% | +8.2% | -11.8% | -6.7% |
| YTD | +4.5% | +15.8% | -11.4% | -1.9% |
| 1Y | +67.8% | +20.8% | +46.9% | +54.8% |
| 3Y | +196.7% | +65.3% | +131.4% | +139.3% |
| 5Y | +151.9% | +76.6% | +75.3% | +97.3% |
| 10Y | +202.2% | +203.9% | -1.7% | +80.5% |
| All | +118.8% | +492.8% | -374.0% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling