+274.2%
CME vs VYM
+209.2%
+65.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.1% | 0.0% |
| 7D | -1.6% | -0.8% | -0.8% | -1.0% |
| 30D | +5.6% | -2.2% | +7.8% | +7.4% |
| 3M | +5.6% | +3.1% | +2.5% | +3.2% |
| 6M | -8.3% | +9.7% | -18.0% | -14.7% |
| YTD | +4.3% | +14.9% | -10.6% | -6.5% |
| 1Y | +9.1% | +17.6% | -8.5% | -4.1% |
| 3Y | +52.1% | +65.3% | -13.3% | -1.5% |
| 5Y | +79.7% | +78.7% | +0.9% | +6.9% |
| All | +274.2% | +209.2% | +65.1% | +23.7% |
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