-1.4%
LOW vs VYM
+21.8%
-23.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +1.2% | +6.3% | +5.7% |
| 7D | +15.6% | +1.2% | +14.5% | +13.8% |
| 30D | +28.6% | +5.2% | +23.4% | +20.0% |
| 3M | +5.8% | +0.5% | +5.3% | +5.1% |
| 6M | +3.8% | +7.7% | -3.9% | -6.5% |
| YTD | -2.8% | +17.2% | -20.0% | -21.1% |
| 1Y | -1.4% | +21.7% | -23.1% | -23.2% |
| All | -1.4% | +21.8% | -23.2% | -23.2% |
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