+790.7%
FIX vs VYM
+66.8%
+723.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +3.1% |
| 7D | +6.1% | +0.1% | +5.9% | +5.8% |
| 30D | -2.7% | -1.3% | -1.4% | -0.5% |
| 3M | -10.9% | +4.1% | -15.0% | -17.2% |
| 6M | +29.0% | +9.8% | +19.2% | +9.7% |
| YTD | +76.9% | +15.3% | +61.6% | +38.9% |
| 1Y | +130.7% | +20.0% | +110.7% | +70.4% |
| 3Y | +790.7% | +66.2% | +724.4% | +369.0% |
| All | +790.7% | +66.8% | +723.8% | +369.0% |
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 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