+50.7%
FIVE vs VYM
+64.0%
-13.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.5% | -1.8% | -1.6% |
| 7D | +0.6% | -1.9% | +2.4% | +3.4% |
| 30D | +3.0% | -2.6% | +5.6% | +7.2% |
| 3M | +23.2% | +3.6% | +19.6% | +16.6% |
| 6M | +9.2% | +8.7% | +0.5% | -4.1% |
| YTD | +28.1% | +14.1% | +14.0% | +4.4% |
| 1Y | +65.3% | +17.8% | +47.4% | +28.6% |
| All | +50.7% | +64.0% | -13.3% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling