-58.9%
C vs VYM
+492.8%
-551.7%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.5% |
| 7D | +3.6% | 0.0% | +3.6% | +3.7% |
| 30D | +0.1% | -0.5% | +0.6% | +1.2% |
| 3M | +2.4% | +3.0% | -0.6% | -3.1% |
| 6M | +24.9% | +8.2% | +16.7% | +7.5% |
| YTD | +19.8% | +15.8% | +4.0% | -9.3% |
| 1Y | +44.9% | +20.8% | +24.0% | +1.0% |
| 3Y | +263.0% | +65.3% | +197.7% | +39.3% |
| 5Y | +129.5% | +76.6% | +52.9% | -23.6% |
| 10Y | +291.6% | +203.9% | +87.7% | -56.3% |
| All | -58.9% | +492.8% | -551.7% | -98.6% |
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