+225.7%
F vs VYM
+492.8%
-267.1%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.0% |
| 7D | +5.3% | 0.0% | +5.3% | +5.4% |
| 30D | +4.6% | -0.5% | +5.1% | +5.4% |
| 3M | -3.7% | +3.0% | -6.7% | -7.3% |
| 6M | +16.8% | +8.2% | +8.6% | +5.6% |
| YTD | +15.3% | +15.8% | -0.5% | -4.6% |
| 1Y | +31.0% | +20.8% | +10.2% | +2.7% |
| 3Y | +45.4% | +65.3% | -19.8% | -23.3% |
| 5Y | +54.7% | +76.6% | -21.9% | -22.2% |
| 10Y | +98.2% | +203.9% | -105.7% | -49.3% |
| All | +225.7% | +492.8% | -267.1% | -60.6% |
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 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