+10,186.4%
FIX vs VYM
+493.3%
+9,693.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -1.2% |
| 7D | -13.9% | +0.1% | -14.1% | -13.9% |
| 30D | -35.5% | +3.0% | -38.5% | -37.8% |
| 3M | -33.9% | -1.0% | -32.9% | -33.0% |
| 6M | -43.3% | +6.4% | -49.7% | -47.5% |
| YTD | +18.7% | +15.9% | +2.8% | -0.5% |
| 1Y | +13.8% | +18.7% | -5.0% | -7.1% |
| 3Y | +495.0% | +72.8% | +422.2% | +213.4% |
| 5Y | +1,049.0% | +71.2% | +977.8% | +517.0% |
| 10Y | +3,644.4% | +203.5% | +3,440.9% | +973.1% |
| All | +10,186.4% | +493.3% | +9,693.1% | +1,387.2% |
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