+539.1%
DG vs VYM
+622.4%
-83.3%
-72.6%
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% | -2.3% |
| 7D | -4.8% | -1.0% | -3.9% | -4.3% |
| 30D | +1.8% | -2.0% | +3.8% | +3.0% |
| 3M | +14.5% | +3.1% | +11.4% | +12.5% |
| 6M | -13.6% | +8.9% | -22.4% | -17.8% |
| YTD | -4.8% | +14.7% | -19.6% | -12.2% |
| 1Y | +21.6% | +19.4% | +2.1% | +9.7% |
| 3Y | +4.5% | +65.4% | -60.9% | -23.5% |
| 5Y | -38.5% | +77.6% | -116.0% | -56.8% |
| 10Y | +102.2% | +207.8% | -105.6% | -0.5% |
| All | +539.1% | +622.4% | -83.3% | +86.3% |
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