+11.9%
M vs VYM
+498.6%
-486.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.7% |
| 7D | +7.0% | +3.7% | +3.3% | +1.5% |
| 30D | +8.9% | +3.7% | +5.2% | +3.6% |
| 3M | +4.5% | -0.7% | +5.2% | +6.2% |
| 6M | +36.2% | +7.2% | +29.0% | +23.2% |
| YTD | +15.1% | +16.9% | -1.8% | -8.5% |
| 1Y | +27.4% | +19.6% | +7.8% | -2.0% |
| 3Y | +160.1% | +74.6% | +85.6% | +16.1% |
| 5Y | -1.6% | +72.3% | -73.9% | -52.7% |
| 10Y | -7.7% | +206.5% | -214.2% | -78.9% |
| All | +11.9% | +498.6% | -486.7% | -89.3% |
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