+632.8%
LYB vs VYM
+565.3%
+67.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -2.0% |
| 7D | +0.3% | -0.8% | +1.1% | +1.4% |
| 30D | +2.5% | -2.2% | +4.7% | +5.9% |
| 3M | +1.4% | +3.1% | -1.7% | -3.6% |
| 6M | -3.5% | +9.7% | -13.2% | -17.7% |
| YTD | +52.0% | +14.9% | +37.1% | +21.0% |
| 1Y | +22.1% | +17.6% | +4.5% | -5.9% |
| 3Y | -22.8% | +65.3% | -88.1% | -64.4% |
| 5Y | -3.4% | +78.7% | -82.1% | -60.5% |
| 10Y | +47.4% | +208.2% | -160.9% | -72.3% |
| All | +632.8% | +565.3% | +67.5% | -55.6% |
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