+440.2%
COMP vs VYM
+68.0%
+372.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -0.5% | +11.2% | +11.6% |
| 7D | +13.4% | -2.8% | +16.3% | +20.2% |
| 30D | +11.1% | +1.0% | +10.1% | +9.6% |
| 3M | -18.8% | -2.9% | -15.9% | -13.5% |
| 6M | +10.5% | +2.6% | +7.9% | +6.9% |
| YTD | -3.4% | +12.8% | -16.2% | -20.0% |
| 1Y | +19.7% | +16.8% | +2.9% | -7.0% |
| All | +440.2% | +68.0% | +372.2% | +13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling