+615.7%
DTE vs VYM
+488.1%
+127.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.8% |
| 7D | -2.6% | -0.8% | -1.8% | -2.0% |
| 30D | -4.4% | -2.2% | -2.1% | -2.7% |
| 3M | -8.3% | +3.1% | -11.4% | -10.5% |
| 6M | -8.1% | +9.7% | -17.8% | -14.5% |
| YTD | +4.4% | +14.9% | -10.5% | -6.5% |
| 1Y | +0.2% | +17.6% | -17.4% | -11.9% |
| 3Y | +42.6% | +65.3% | -22.7% | -4.6% |
| 5Y | +31.5% | +78.7% | -47.3% | -17.7% |
| 10Y | +138.2% | +208.2% | -70.0% | -1.7% |
| All | +615.7% | +488.1% | +127.7% | +82.7% |
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 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