+204.0%
DD vs VYM
+487.3%
-283.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -1.9% |
| 7D | -3.8% | -1.0% | -2.8% | -2.5% |
| 30D | -9.2% | -2.0% | -7.2% | -6.7% |
| 3M | -9.0% | +3.1% | -12.1% | -12.6% |
| 6M | -5.0% | +8.9% | -13.8% | -14.9% |
| YTD | +7.4% | +14.7% | -7.3% | -10.2% |
| 1Y | +35.1% | +19.4% | +15.7% | +7.2% |
| 3Y | +43.2% | +65.4% | -22.2% | -25.5% |
| 5Y | +59.6% | +77.6% | -17.9% | -23.3% |
| 10Y | +66.5% | +207.8% | -141.3% | -60.6% |
| All | +204.0% | +487.3% | -283.3% | -68.7% |
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