-37.7%
DG vs VYM
+77.5%
-115.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.9% |
| 7D | -6.5% | -0.8% | -5.7% | -6.0% |
| 30D | +4.2% | -2.2% | +6.4% | +5.6% |
| 3M | +9.5% | +3.1% | +6.4% | +7.5% |
| 6M | -13.1% | +9.7% | -22.9% | -17.8% |
| YTD | -4.8% | +14.9% | -19.7% | -12.3% |
| 1Y | +20.6% | +17.6% | +3.0% | +9.7% |
| 3Y | +4.9% | +65.3% | -60.4% | -25.6% |
| All | -37.7% | +77.5% | -115.2% | -56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling