-49.8%
FND vs VYM
+65.1%
-114.8%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | -0.2% |
| 7D | -5.8% | -0.8% | -5.0% | -4.3% |
| 30D | -20.2% | -2.2% | -18.0% | -16.7% |
| 3M | -12.0% | +3.1% | -15.0% | -16.3% |
| 6M | -18.5% | +9.7% | -28.2% | -30.4% |
| YTD | -22.3% | +14.9% | -37.1% | -38.6% |
| 1Y | -47.6% | +17.6% | -65.2% | -60.1% |
| 3Y | -49.8% | +65.3% | -115.1% | -79.0% |
| All | -49.8% | +65.1% | -114.8% | -79.0% |
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