+727.9%
CI vs VYM
+498.6%
+229.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.4% | +0.4% |
| 7D | +1.2% | +3.7% | -2.5% | -2.7% |
| 30D | +2.6% | +3.7% | -1.1% | -1.4% |
| 3M | +7.4% | -0.7% | +8.1% | +8.2% |
| 6M | -0.1% | +7.2% | -7.3% | -7.6% |
| YTD | +9.7% | +16.9% | -7.2% | -7.6% |
| 1Y | +12.1% | +19.6% | -7.5% | -8.0% |
| 3Y | +7.0% | +74.6% | -67.6% | -43.2% |
| 5Y | +49.7% | +72.3% | -22.6% | -20.2% |
| 10Y | +147.2% | +206.5% | -59.3% | -30.7% |
| All | +727.9% | +498.6% | +229.2% | -3.6% |
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