+6,182.4%
FIX vs VYM
+207.1%
+5,975.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.7% |
| 7D | +0.7% | -1.9% | +2.5% | +3.4% |
| 30D | -5.7% | -2.6% | -3.1% | -2.1% |
| 3M | -7.4% | +3.6% | -11.0% | -12.1% |
| 6M | +15.1% | +8.7% | +6.4% | +2.7% |
| YTD | +70.7% | +14.1% | +56.6% | +42.7% |
| 1Y | +111.9% | +17.8% | +94.1% | +70.2% |
| 3Y | +759.5% | +64.5% | +695.0% | +346.1% |
| 5Y | +2,164.4% | +77.5% | +2,086.9% | +967.3% |
| All | +6,182.4% | +207.1% | +5,975.3% | +1,445.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling