+272.1%
C vs VYM
+64.8%
+207.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.6% |
| 7D | +2.6% | -1.0% | +3.5% | +4.2% |
| 30D | +1.9% | -2.0% | +3.9% | +5.4% |
| 3M | +2.8% | +3.1% | -0.3% | -1.9% |
| 6M | +30.6% | +8.9% | +21.7% | +14.1% |
| YTD | +19.9% | +14.7% | +5.1% | -3.3% |
| 1Y | +44.6% | +19.4% | +25.1% | +9.5% |
| All | +272.1% | +64.8% | +207.3% | +77.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling