+498.4%
FIVE vs VYM
+205.6%
+292.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | 0.0% |
| 7D | +2.7% | +3.7% | -1.0% | -2.3% |
| 30D | +12.7% | +3.7% | +9.0% | +7.4% |
| 3M | +2.1% | -0.7% | +2.8% | +3.3% |
| 6M | +17.5% | +7.2% | +10.3% | +6.7% |
| YTD | +31.0% | +16.9% | +14.0% | +5.8% |
| 1Y | +67.7% | +19.6% | +48.1% | +31.5% |
| 3Y | +43.4% | +74.6% | -31.2% | -31.0% |
| 5Y | +18.1% | +72.3% | -54.3% | -41.0% |
| All | +498.4% | +205.6% | +292.8% | +65.2% |
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 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