+503.0%
MA vs VYM
+209.2%
+293.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | -0.1% |
| 7D | -1.7% | -0.8% | -0.9% | -0.8% |
| 30D | +1.7% | -2.2% | +3.9% | +4.3% |
| 3M | +17.2% | +3.1% | +14.1% | +13.2% |
| 6M | +13.3% | +9.7% | +3.6% | +1.6% |
| YTD | +0.2% | +14.9% | -14.7% | -14.9% |
| 1Y | -2.7% | +17.6% | -20.3% | -19.6% |
| 3Y | +39.1% | +65.3% | -26.3% | -23.2% |
| 5Y | +68.8% | +78.7% | -10.0% | -14.3% |
| All | +503.0% | +209.2% | +293.9% | +67.6% |
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 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