+4.6%
MKTX vs VYM
+209.2%
-204.6%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.7% | -0.5% |
| 7D | -0.2% | -0.8% | +0.6% | +0.2% |
| 30D | +0.7% | -2.2% | +3.0% | +2.1% |
| 3M | +40.8% | +3.1% | +37.7% | +38.2% |
| 6M | -8.0% | +9.7% | -17.7% | -13.2% |
| YTD | -8.7% | +14.9% | -23.6% | -16.3% |
| 1Y | -11.8% | +17.6% | -29.4% | -20.4% |
| 3Y | -24.0% | +65.3% | -89.3% | -45.8% |
| 5Y | -60.3% | +78.7% | -139.0% | -73.0% |
| All | +4.6% | +209.2% | -204.6% | -60.4% |
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 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