+38.1%
MA vs VYM
+64.0%
-25.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | +0.1% |
| 7D | -3.5% | -1.9% | -1.6% | -2.0% |
| 30D | +0.7% | -2.6% | +3.3% | +2.9% |
| 3M | +15.8% | +3.6% | +12.2% | +12.4% |
| 6M | +10.2% | +8.7% | +1.5% | +2.2% |
| YTD | -0.5% | +14.1% | -14.6% | -11.8% |
| 1Y | -1.8% | +17.8% | -19.6% | -15.5% |
| All | +38.1% | +64.0% | -25.8% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling