+83.8%
B vs VYM
+498.6%
-414.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.5% | -0.6% |
| 7D | -7.3% | +3.7% | -11.0% | -8.9% |
| 30D | -3.3% | +3.7% | -7.0% | -5.0% |
| 3M | -7.8% | -0.7% | -7.0% | -7.4% |
| 6M | -15.5% | +7.2% | -22.8% | -18.0% |
| YTD | -12.3% | +16.9% | -29.2% | -17.9% |
| 1Y | +5.4% | +19.6% | -14.2% | -2.4% |
| 3Y | +165.5% | +74.6% | +90.9% | +109.3% |
| 5Y | +107.0% | +72.3% | +34.7% | +63.8% |
| 10Y | +210.6% | +206.5% | +4.1% | +84.8% |
| All | +83.8% | +498.6% | -414.8% | -29.8% |
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