+291.5%
C vs VYM
+207.1%
+84.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.3% |
| 7D | +0.3% | -1.9% | +2.1% | +3.2% |
| 30D | +2.0% | -2.6% | +4.6% | +6.3% |
| 3M | +4.4% | +3.6% | +0.8% | -1.0% |
| 6M | +28.3% | +8.7% | +19.7% | +13.0% |
| YTD | +20.5% | +14.1% | +6.4% | -1.4% |
| 1Y | +45.5% | +17.8% | +27.7% | +13.5% |
| 3Y | +274.0% | +64.5% | +209.5% | +77.4% |
| 5Y | +136.1% | +77.5% | +58.6% | -0.1% |
| All | +291.5% | +207.1% | +84.4% | -21.2% |
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