-50.4%
COMP vs VYM
+89.4%
-139.9%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.4% | -7.9% | -8.4% |
| 7D | +7.2% | +0.1% | +7.1% | +7.3% |
| 30D | +6.4% | +3.0% | +3.4% | +0.5% |
| 3M | -19.4% | -1.0% | -18.4% | -17.0% |
| 6M | +14.6% | +6.4% | +8.2% | +1.6% |
| YTD | -5.5% | +15.9% | -21.4% | -29.1% |
| 1Y | +13.7% | +18.7% | -5.1% | -19.2% |
| 3Y | +409.7% | +72.8% | +336.9% | +55.4% |
| 5Y | -17.0% | +71.2% | -88.3% | -70.8% |
| All | -50.4% | +89.4% | -139.9% | -82.8% |
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 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