+3,553.2%
FIX vs VYM
+205.6%
+3,347.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.2% |
| 7D | +9.4% | +3.7% | +5.8% | +4.1% |
| 30D | -27.8% | +3.7% | -31.5% | -31.3% |
| 3M | -35.6% | -0.7% | -34.8% | -34.8% |
| 6M | -45.2% | +7.2% | -52.4% | -50.3% |
| YTD | +19.5% | +16.9% | +2.5% | -3.4% |
| 1Y | +24.2% | +19.6% | +4.6% | -2.5% |
| 3Y | +494.2% | +74.6% | +419.6% | +184.4% |
| 5Y | +1,036.1% | +72.3% | +963.8% | +455.8% |
| All | +3,553.2% | +205.6% | +3,347.6% | +713.3% |
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 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