-3.5%
IR vs VYM
+21.4%
-24.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +2.1% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -15.1% | -0.5% | -14.6% | -14.2% |
| 3M | +6.1% | +3.0% | +3.0% | -0.1% |
| 6M | -16.8% | +8.2% | -25.0% | -29.2% |
| YTD | -3.5% | +15.8% | -19.4% | -27.0% |
| 1Y | -3.5% | +20.8% | -24.3% | -31.0% |
| All | -3.5% | +21.4% | -24.9% | -31.0% |
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 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