+4.7%
MKTX vs VYM
+21.8%
-17.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.3% | -0.2% |
| 7D | +0.5% | +1.2% | -0.7% | +0.3% |
| 30D | +1.0% | +5.2% | -4.3% | +0.2% |
| 3M | +2.5% | +0.5% | +2.0% | +2.5% |
| 6M | +8.0% | +7.7% | +0.3% | +6.7% |
| YTD | -7.3% | +17.2% | -24.5% | -10.8% |
| 1Y | +4.7% | +21.7% | -17.0% | -0.9% |
| All | +4.7% | +21.8% | -17.1% | -0.9% |
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