+16.3%
FIX vs VYM
+18.8%
-2.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.1% | -2.9% | -3.0% |
| 7D | +17.0% | +3.3% | +13.7% | +9.1% |
| 30D | -30.6% | +3.8% | -34.4% | -35.9% |
| 3M | -35.0% | -0.4% | -34.6% | -34.0% |
| 6M | -44.0% | +7.1% | -51.1% | -52.5% |
| YTD | +21.1% | +17.1% | +4.1% | -17.0% |
| 1Y | +16.3% | +18.4% | -2.1% | -22.0% |
| All | +16.3% | +18.8% | -2.5% | -22.0% |
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