+576.7%
FDS vs VYM
+490.3%
+86.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -3.9% |
| 7D | -5.4% | +0.1% | -5.5% | -5.5% |
| 30D | +1.6% | -1.3% | +2.9% | +2.8% |
| 3M | +17.7% | +4.1% | +13.7% | +13.4% |
| 6M | +29.1% | +9.8% | +19.3% | +17.8% |
| YTD | +1.0% | +15.3% | -14.3% | -12.3% |
| 1Y | -21.6% | +20.0% | -41.6% | -34.5% |
| 3Y | -30.1% | +66.2% | -96.4% | -57.5% |
| 5Y | -20.7% | +77.5% | -98.3% | -54.9% |
| 10Y | +78.3% | +201.7% | -123.4% | -40.0% |
| All | +576.7% | +490.3% | +86.4% | +25.2% |
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