+5.4%
D vs VYM
+75.8%
-70.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | +0.3% |
| 7D | -1.6% | -1.9% | +0.2% | -0.3% |
| 30D | -3.5% | -2.6% | -0.9% | -1.6% |
| 3M | -1.6% | +3.6% | -5.2% | -4.2% |
| 6M | +5.8% | +8.7% | -2.9% | -0.6% |
| YTD | +14.5% | +14.1% | +0.4% | +3.6% |
| 1Y | +14.2% | +17.8% | -3.7% | +0.7% |
| 3Y | +59.0% | +64.5% | -5.5% | +7.2% |
| 5Y | +5.4% | +77.5% | -72.1% | -32.3% |
| All | +5.4% | +75.8% | -70.4% | -32.3% |
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