-4.0%
M vs VYM
+209.2%
-213.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +0.7% | +7.0% | +6.6% |
| 7D | -4.2% | -0.8% | -3.4% | -2.8% |
| 30D | -7.2% | -2.2% | -4.9% | -3.4% |
| 3M | -11.1% | +3.1% | -14.2% | -15.2% |
| 6M | +28.8% | +9.7% | +19.1% | +10.6% |
| YTD | +2.0% | +14.9% | -12.9% | -18.6% |
| 1Y | +31.3% | +17.6% | +13.7% | +1.2% |
| 3Y | +119.1% | +65.3% | +53.8% | -1.8% |
| 5Y | +29.7% | +78.7% | -49.1% | -45.7% |
| All | -4.0% | +209.2% | -213.2% | -79.2% |
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 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