+851.7%
FIVE vs VYM
+415.3%
+436.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.5% | +5.6% |
| 7D | +4.3% | 0.0% | +4.3% | +4.2% |
| 30D | +12.5% | -0.5% | +13.1% | +13.4% |
| 3M | +31.2% | +3.0% | +28.2% | +26.1% |
| 6M | +14.4% | +8.2% | +6.2% | +3.2% |
| YTD | +33.9% | +15.8% | +18.1% | +10.7% |
| 1Y | +65.1% | +20.8% | +44.2% | +29.7% |
| 3Y | +49.0% | +65.3% | -16.3% | -20.0% |
| 5Y | +30.3% | +76.6% | -46.3% | -34.1% |
| 10Y | +481.1% | +203.9% | +277.2% | +63.8% |
| All | +851.7% | +415.3% | +436.4% | +37.2% |
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