+134.2%
DTE vs VYM
+209.2%
-74.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.9% |
| 7D | -2.6% | -0.8% | -1.8% | -1.9% |
| 30D | -4.4% | -2.2% | -2.1% | -2.6% |
| 3M | -8.3% | +3.1% | -11.4% | -10.7% |
| 6M | -8.1% | +9.7% | -17.8% | -15.0% |
| YTD | +4.4% | +14.9% | -10.5% | -7.3% |
| 1Y | +0.2% | +17.6% | -17.4% | -12.9% |
| 3Y | +42.6% | +65.3% | -22.7% | -8.5% |
| 5Y | +31.5% | +78.7% | -47.3% | -22.1% |
| All | +134.2% | +209.2% | -74.9% | -10.6% |
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