+274.3%
D vs VYM
+492.8%
-218.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.1% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | -2.6% | -0.5% | -2.0% | -2.2% |
| 3M | 0.0% | +3.0% | -3.0% | -2.1% |
| 6M | +7.4% | +8.2% | -0.9% | +1.5% |
| YTD | +15.9% | +15.8% | +0.1% | +4.4% |
| 1Y | +18.1% | +20.8% | -2.7% | +3.1% |
| 3Y | +58.4% | +65.3% | -6.9% | +10.8% |
| 5Y | +5.2% | +76.6% | -71.4% | -30.0% |
| 10Y | +35.9% | +203.9% | -168.0% | -38.5% |
| All | +274.3% | +492.8% | -218.5% | +11.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling