-4.3%
ES vs VYM
+76.9%
-81.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.1% |
| 7D | 0.0% | -1.0% | +1.0% | +0.8% |
| 30D | -1.0% | -2.0% | +1.0% | +0.6% |
| 3M | +1.5% | +3.1% | -1.6% | -0.9% |
| 6M | -3.5% | +8.9% | -12.4% | -9.7% |
| YTD | +7.0% | +14.7% | -7.7% | -4.1% |
| 1Y | +15.3% | +19.4% | -4.1% | -0.1% |
| 3Y | +30.2% | +65.4% | -35.2% | -14.4% |
| 5Y | -4.3% | +77.6% | -81.8% | -39.9% |
| All | -4.3% | +76.9% | -81.2% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling