+14,877.9%
FIX vs VYM
+492.8%
+14,385.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.4% |
| 7D | +6.0% | 0.0% | +6.0% | +6.0% |
| 30D | -7.2% | -0.5% | -6.7% | -6.7% |
| 3M | -15.9% | +3.0% | -18.9% | -18.9% |
| 6M | +12.7% | +8.2% | +4.5% | +2.7% |
| YTD | +72.8% | +15.8% | +57.0% | +44.8% |
| 1Y | +122.9% | +20.8% | +102.1% | +77.9% |
| 3Y | +774.3% | +65.3% | +709.1% | +384.7% |
| 5Y | +2,049.5% | +76.6% | +1,972.9% | +1,012.4% |
| 10Y | +5,821.5% | +203.9% | +5,617.6% | +1,589.1% |
| All | +14,877.9% | +492.8% | +14,385.1% | +2,063.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling