+65.1%
FIVE vs VYM
+21.4%
+43.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.7% |
| 7D | +4.3% | 0.0% | +4.3% | +4.2% |
| 30D | +12.5% | -0.5% | +13.1% | +13.5% |
| 3M | +31.2% | +3.0% | +28.2% | +25.1% |
| 6M | +14.4% | +8.2% | +6.2% | +0.2% |
| YTD | +33.9% | +15.8% | +18.1% | +2.0% |
| 1Y | +65.1% | +20.8% | +44.2% | +12.1% |
| All | +65.1% | +21.4% | +43.6% | +12.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling