+8.8%
COMP vs VYM
+19.7%
-10.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.9% | +1.8% | +0.5% |
| 7D | +2.2% | -0.2% | +2.3% | +2.9% |
| 30D | +16.3% | +3.6% | +12.7% | +7.9% |
| 3M | -19.1% | -0.1% | -19.0% | -18.4% |
| 6M | +17.1% | +7.1% | +10.0% | +1.9% |
| YTD | -2.9% | +17.0% | -19.9% | -21.4% |
| 1Y | +8.8% | +19.0% | -10.2% | -13.0% |
| All | +8.8% | +19.7% | -10.9% | -13.0% |
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