+78.7%
CME vs VYM
+75.8%
+2.9%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -2.4% | -1.9% | -0.5% | -1.7% |
| 30D | +6.2% | -2.6% | +8.8% | +7.2% |
| 3M | +4.4% | +3.6% | +0.8% | +3.0% |
| 6M | -9.6% | +8.7% | -18.3% | -12.6% |
| YTD | +3.8% | +14.1% | -10.3% | -1.6% |
| 1Y | +9.5% | +17.8% | -8.3% | +2.4% |
| 3Y | +51.9% | +64.5% | -12.6% | +17.6% |
| 5Y | +78.7% | +77.5% | +1.2% | +29.8% |
| All | +78.7% | +75.8% | +2.9% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling