+78.8%
ES vs VYM
+209.2%
-130.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -1.2% |
| 7D | -3.6% | -0.8% | -2.8% | -3.0% |
| 30D | -4.2% | -2.2% | -2.0% | -2.5% |
| 3M | +0.1% | +3.1% | -2.9% | -2.2% |
| 6M | -6.2% | +9.7% | -15.9% | -12.8% |
| YTD | +4.1% | +14.9% | -10.8% | -6.8% |
| 1Y | +10.2% | +17.6% | -7.4% | -3.2% |
| 3Y | +26.1% | +65.3% | -39.2% | -15.6% |
| 5Y | -5.3% | +78.7% | -84.1% | -40.7% |
| All | +78.8% | +209.2% | -130.4% | -27.6% |
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