+420.0%
ES vs VYM
+492.8%
-72.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -2.0% | -0.5% | -1.4% | -1.6% |
| 3M | +1.7% | +3.0% | -1.3% | -0.5% |
| 6M | -3.5% | +8.2% | -11.8% | -8.8% |
| YTD | +7.9% | +15.8% | -7.9% | -2.8% |
| 1Y | +17.2% | +20.8% | -3.7% | +2.3% |
| 3Y | +29.3% | +65.3% | -36.0% | -9.4% |
| 5Y | -5.7% | +76.6% | -82.3% | -37.1% |
| 10Y | +85.2% | +203.9% | -118.7% | -16.0% |
| All | +420.0% | +492.8% | -72.8% | +51.8% |
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