+66.9%
DD vs VYM
+209.2%
-142.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -0.9% | -1.2% |
| 7D | -3.5% | -0.8% | -2.7% | -2.4% |
| 30D | -11.7% | -2.2% | -9.4% | -8.9% |
| 3M | -9.2% | +3.1% | -12.3% | -12.9% |
| 6M | -7.2% | +9.7% | -16.9% | -17.8% |
| YTD | +6.6% | +14.9% | -8.3% | -11.0% |
| 1Y | +32.0% | +17.6% | +14.4% | +7.0% |
| 3Y | +42.1% | +65.3% | -23.2% | -25.5% |
| 5Y | +58.1% | +78.7% | -20.7% | -24.0% |
| All | +66.9% | +209.2% | -142.3% | -54.6% |
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 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