-6.1%
CI vs VYM
+18.4%
-24.6%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.5% |
| 7D | -0.1% | -0.8% | +0.7% | +0.5% |
| 30D | +1.8% | -2.2% | +4.0% | +3.5% |
| 3M | -4.2% | +3.1% | -7.3% | -6.4% |
| 6M | +8.8% | +9.7% | -0.9% | +0.3% |
| YTD | +3.7% | +14.9% | -11.2% | -8.2% |
| 1Y | -6.1% | +17.6% | -23.7% | -17.0% |
| All | -6.1% | +18.4% | -24.6% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling