-75.0%
FRSH vs VYM
+81.4%
-156.4%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.8% |
| 7D | -6.6% | -0.8% | -5.8% | -5.5% |
| 30D | +2.1% | -2.2% | +4.4% | +5.5% |
| 3M | +29.0% | +3.1% | +25.9% | +23.5% |
| 6M | +48.6% | +9.7% | +38.9% | +29.0% |
| YTD | -2.9% | +14.9% | -17.8% | -21.9% |
| 1Y | -7.9% | +17.6% | -25.5% | -28.6% |
| 3Y | -46.5% | +65.3% | -111.8% | -75.8% |
| All | -75.0% | +81.4% | -156.4% | -89.5% |
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 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