-10.1%
MSCI vs VYM
+76.9%
-87.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.1% |
| 7D | -1.1% | -1.0% | -0.1% | 0.0% |
| 30D | -1.2% | -2.0% | +0.9% | +1.1% |
| 3M | -8.4% | +3.1% | -11.5% | -11.7% |
| 6M | -1.0% | +8.9% | -9.9% | -10.6% |
| YTD | -2.3% | +14.7% | -17.0% | -17.2% |
| 1Y | -1.2% | +19.4% | -20.6% | -20.4% |
| 3Y | +7.9% | +65.4% | -57.5% | -43.7% |
| 5Y | -10.1% | +77.6% | -87.6% | -55.5% |
| All | -10.1% | +76.9% | -87.0% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling