-47.6%
FND vs VYM
+18.4%
-66.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | -0.6% |
| 7D | -5.8% | -0.8% | -5.0% | -3.9% |
| 30D | -20.2% | -2.2% | -18.0% | -15.7% |
| 3M | -12.0% | +3.1% | -15.0% | -17.5% |
| 6M | -18.5% | +9.7% | -28.2% | -33.8% |
| YTD | -22.3% | +14.9% | -37.1% | -43.5% |
| 1Y | -47.6% | +17.6% | -65.2% | -64.6% |
| All | -47.6% | +18.4% | -66.1% | -64.6% |
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