-2.7%
MA vs VYM
+18.4%
-21.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -1.7% | -0.8% | -0.9% | -1.3% |
| 30D | +1.7% | -2.2% | +3.9% | +2.8% |
| 3M | +17.2% | +3.1% | +14.1% | +15.4% |
| 6M | +13.3% | +9.7% | +3.6% | +6.4% |
| YTD | +0.2% | +14.9% | -14.7% | -9.3% |
| 1Y | -2.7% | +17.6% | -20.3% | -14.1% |
| All | -2.7% | +18.4% | -21.2% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling