+68.1%
FIVE vs VYM
+18.5%
+49.6%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +2.4% | +3.3% | -0.9% | -2.0% |
| 30D | +15.8% | +3.8% | +12.1% | +10.7% |
| 3M | +3.8% | -0.4% | +4.2% | +4.4% |
| 6M | +18.5% | +7.1% | +11.4% | +8.0% |
| YTD | +31.2% | +17.1% | +14.1% | +6.4% |
| All | +68.1% | +18.5% | +49.6% | +33.3% |
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