+2,166.4%
FIX vs VYM
+76.9%
+2,089.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.2% |
| 7D | +3.5% | -1.0% | +4.5% | +5.1% |
| 30D | -3.5% | -2.0% | -1.5% | -0.5% |
| 3M | -11.8% | +3.1% | -14.8% | -15.8% |
| 6M | +17.8% | +8.9% | +8.9% | +3.8% |
| YTD | +73.3% | +14.7% | +58.6% | +41.7% |
| 1Y | +128.1% | +19.4% | +108.7% | +76.8% |
| 3Y | +772.7% | +65.4% | +707.3% | +344.3% |
| 5Y | +2,166.4% | +77.6% | +2,088.9% | +938.5% |
| All | +2,166.4% | +76.9% | +2,089.5% | +938.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling