+227.5%
LOW vs VYM
+209.2%
+18.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.6% |
| 7D | -3.7% | -0.8% | -2.9% | -2.9% |
| 30D | -8.9% | -2.2% | -6.6% | -6.5% |
| 3M | -10.4% | +3.1% | -13.5% | -13.3% |
| 6M | -19.4% | +9.7% | -29.1% | -27.0% |
| YTD | -17.1% | +14.9% | -32.0% | -28.6% |
| 1Y | -26.3% | +17.6% | -43.8% | -38.2% |
| 3Y | -9.9% | +65.3% | -75.2% | -48.0% |
| 5Y | +6.1% | +78.7% | -72.6% | -43.5% |
| All | +227.5% | +209.2% | +18.4% | -2.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling