+207.0%
C vs VYM
+205.6%
+1.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +4.2% | +3.7% | +0.5% | -1.5% |
| 30D | +2.0% | +3.7% | -1.7% | -3.6% |
| 3M | -10.1% | -0.7% | -9.4% | -9.0% |
| 6M | +1.0% | +7.2% | -6.2% | -9.1% |
| YTD | +8.5% | +16.9% | -8.5% | -14.5% |
| 1Y | +25.7% | +19.6% | +6.1% | -4.2% |
| 3Y | +216.0% | +74.6% | +141.4% | +36.7% |
| 5Y | +112.3% | +72.3% | +40.0% | -5.7% |
| All | +207.0% | +205.6% | +1.4% | -38.7% |
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