+2,600.3%
GOOG vs VYM
+484.2%
+2,116.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | -2.5% | -1.9% | -0.6% | -0.8% |
| 30D | -3.6% | -2.6% | -1.0% | -1.2% |
| 3M | -6.4% | +3.6% | -10.0% | -9.4% |
| 6M | +7.8% | +8.7% | -0.9% | -0.1% |
| YTD | +5.5% | +14.1% | -8.6% | -6.6% |
| 1Y | +38.3% | +17.8% | +20.5% | +18.9% |
| 3Y | +143.1% | +64.5% | +78.6% | +52.7% |
| 5Y | +135.0% | +77.5% | +57.5% | +39.2% |
| 10Y | +778.1% | +206.1% | +571.9% | +216.2% |
| All | +2,600.3% | +484.2% | +2,116.1% | +414.9% |
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