+426.9%
ES vs VYM
+499.3%
-72.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | -1.1% | +3.3% | -4.4% | -3.3% |
| 30D | +8.2% | +3.8% | +4.4% | +5.3% |
| 3M | +0.6% | -0.4% | +1.0% | +0.8% |
| 6M | +6.0% | +7.1% | -1.1% | +0.9% |
| YTD | +9.3% | +17.1% | -7.8% | -2.4% |
| 1Y | +1.1% | +18.4% | -17.3% | -10.5% |
| 3Y | +51.9% | +74.5% | -22.6% | +2.2% |
| 5Y | +6.5% | +72.5% | -66.1% | -27.8% |
| 10Y | +94.8% | +206.9% | -112.1% | -12.4% |
| All | +426.9% | +499.3% | -72.4% | +52.5% |
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