-27.7%
FDS vs VYM
+75.8%
-103.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -5.4% |
| 7D | -16.0% | -1.9% | -14.1% | -14.7% |
| 30D | -6.7% | -2.6% | -4.1% | -4.7% |
| 3M | +6.0% | +3.6% | +2.4% | +3.2% |
| 6M | +25.1% | +8.7% | +16.4% | +16.8% |
| YTD | -8.1% | +14.1% | -22.3% | -17.8% |
| 1Y | -26.0% | +17.8% | -43.8% | -35.7% |
| 3Y | -36.4% | +64.5% | -100.9% | -58.8% |
| 5Y | -27.7% | +77.5% | -105.3% | -53.8% |
| All | -27.7% | +75.8% | -103.5% | -53.8% |
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 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