+808.3%
LOW vs VYM
+484.2%
+324.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.4% |
| 7D | -2.6% | -1.9% | -0.8% | -0.6% |
| 30D | -11.1% | -2.6% | -8.6% | -8.6% |
| 3M | -8.5% | +3.6% | -12.1% | -11.8% |
| 6M | -20.8% | +8.7% | -29.5% | -27.4% |
| YTD | -17.2% | +14.1% | -31.3% | -28.0% |
| 1Y | -24.7% | +17.8% | -42.5% | -36.8% |
| 3Y | -9.7% | +64.5% | -74.3% | -47.0% |
| 5Y | +6.0% | +77.5% | -71.5% | -42.3% |
| 10Y | +230.5% | +206.1% | +24.3% | +1.5% |
| All | +808.3% | +484.2% | +324.2% | +53.4% |
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 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