+2,106.6%
DE vs VYM
+484.2%
+1,622.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.7% |
| 7D | -2.4% | -1.9% | -0.5% | -0.2% |
| 30D | +9.7% | -2.6% | +12.3% | +13.2% |
| 3M | +21.4% | +3.6% | +17.8% | +16.5% |
| 6M | +15.0% | +8.7% | +6.3% | +4.5% |
| YTD | +46.4% | +14.1% | +32.3% | +25.7% |
| 1Y | +45.6% | +17.8% | +27.8% | +20.0% |
| 3Y | +76.8% | +64.5% | +12.2% | -2.0% |
| 5Y | +99.4% | +77.5% | +21.9% | +1.1% |
| 10Y | +864.6% | +206.1% | +658.4% | +160.6% |
| All | +2,106.6% | +484.2% | +1,622.5% | +168.9% |
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