+3.5%
M vs VYM
+492.8%
-489.3%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.2% |
| 7D | +4.7% | 0.0% | +4.7% | +4.7% |
| 30D | -9.6% | -0.5% | -9.1% | -8.9% |
| 3M | +0.9% | +3.0% | -2.2% | -3.4% |
| 6M | +22.3% | +8.2% | +14.1% | +8.5% |
| YTD | +6.5% | +15.8% | -9.3% | -14.5% |
| 1Y | +38.8% | +20.8% | +17.9% | +4.9% |
| 3Y | +115.9% | +65.3% | +50.6% | +4.3% |
| 5Y | +28.6% | +76.6% | -48.0% | -40.6% |
| 10Y | -2.5% | +203.9% | -206.4% | -77.6% |
| All | +3.5% | +492.8% | -489.3% | -90.0% |
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