+2,417.1%
MSCI vs VYM
+461.5%
+1,955.6%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.1% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | +0.6% | -0.5% | +1.1% | +1.1% |
| 3M | -7.1% | +3.0% | -10.1% | -10.2% |
| 6M | +0.8% | +8.2% | -7.4% | -7.7% |
| YTD | +1.0% | +15.8% | -14.8% | -14.2% |
| 1Y | +4.3% | +20.8% | -16.5% | -15.5% |
| 3Y | +9.9% | +65.3% | -55.3% | -36.7% |
| 5Y | -6.8% | +76.6% | -83.3% | -49.0% |
| 10Y | +614.7% | +203.9% | +410.8% | +116.0% |
| All | +2,417.1% | +461.5% | +1,955.6% | +317.1% |
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