+851.5%
DE vs VYM
+209.2%
+642.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.1% |
| 7D | -2.6% | -0.8% | -1.8% | -1.6% |
| 30D | +9.0% | -2.2% | +11.3% | +12.0% |
| 3M | +19.1% | +3.1% | +16.1% | +15.0% |
| 6M | +14.4% | +9.7% | +4.7% | +2.8% |
| YTD | +45.9% | +14.9% | +31.1% | +24.5% |
| 1Y | +43.6% | +17.6% | +26.0% | +18.9% |
| 3Y | +75.9% | +65.3% | +10.6% | -2.7% |
| 5Y | +98.8% | +78.7% | +20.0% | +0.3% |
| All | +851.5% | +209.2% | +642.3% | +179.7% |
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 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