+6,667.7%
MA vs VYM
+492.8%
+6,174.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.7% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +1.5% | -0.5% | +2.1% | +2.1% |
| 3M | +20.4% | +3.0% | +17.4% | +16.3% |
| 6M | +11.1% | +8.2% | +2.9% | +1.2% |
| YTD | +2.0% | +15.8% | -13.9% | -14.2% |
| 1Y | -2.2% | +20.8% | -23.0% | -21.6% |
| 3Y | +41.9% | +65.3% | -23.4% | -20.9% |
| 5Y | +75.4% | +76.6% | -1.2% | -8.7% |
| 10Y | +527.5% | +203.9% | +323.6% | +79.0% |
| All | +6,667.7% | +492.8% | +6,174.9% | +974.2% |
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