+62.3%
FDS vs VYM
+209.2%
-146.9%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.8% |
| 7D | -14.0% | -0.8% | -13.2% | -13.3% |
| 30D | -6.2% | -2.2% | -4.0% | -4.3% |
| 3M | +10.2% | +3.1% | +7.1% | +7.4% |
| 6M | +27.4% | +9.7% | +17.7% | +16.9% |
| YTD | -9.3% | +14.9% | -24.2% | -20.4% |
| 1Y | -28.6% | +17.6% | -46.2% | -38.8% |
| 3Y | -36.8% | +65.3% | -102.1% | -60.7% |
| 5Y | -28.6% | +78.7% | -107.3% | -58.8% |
| All | +62.3% | +209.2% | -146.9% | -45.9% |
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 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