+424.0%
DUK vs VYM
+488.1%
-64.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.4% |
| 7D | -0.7% | -0.8% | +0.1% | -0.2% |
| 30D | -2.4% | -2.2% | -0.2% | -1.1% |
| 3M | -3.0% | +3.1% | -6.1% | -4.9% |
| 6M | -6.6% | +9.7% | -16.3% | -12.0% |
| YTD | +4.6% | +14.9% | -10.3% | -4.4% |
| 1Y | +1.2% | +17.6% | -16.3% | -9.0% |
| 3Y | +45.7% | +65.3% | -19.6% | +4.2% |
| 5Y | +40.3% | +78.7% | -38.4% | -5.1% |
| 10Y | +129.9% | +208.2% | -78.3% | +9.4% |
| All | +424.0% | +488.1% | -64.1% | +66.7% |
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