+9.1%
IR vs VYM
+21.8%
-12.7%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.7% | -2.9% |
| 7D | +11.6% | +1.2% | +10.4% | +9.0% |
| 30D | +7.2% | +5.2% | +1.9% | -3.6% |
| 3M | -5.9% | +0.5% | -6.4% | -6.6% |
| 6M | +11.5% | +7.7% | +3.8% | -4.9% |
| YTD | +6.3% | +17.2% | -10.8% | -23.0% |
| 1Y | +9.1% | +21.7% | -12.6% | -24.8% |
| All | +9.1% | +21.8% | -12.7% | -24.8% |
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