+2,800.3%
MSCI vs VYM
+467.0%
+2,333.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.5% |
| 7D | +3.0% | +3.7% | -0.7% | -0.9% |
| 30D | +17.8% | +3.7% | +14.1% | +13.4% |
| 3M | +15.2% | -0.7% | +15.9% | +16.1% |
| 6M | +16.5% | +7.2% | +9.3% | +7.9% |
| YTD | +16.4% | +16.9% | -0.6% | -2.1% |
| 1Y | +16.8% | +19.6% | -2.8% | -4.2% |
| 3Y | +35.8% | +74.6% | -38.8% | -26.3% |
| 5Y | +7.0% | +72.3% | -65.4% | -39.9% |
| 10Y | +818.6% | +206.5% | +612.1% | +175.2% |
| All | +2,800.3% | +467.0% | +2,333.3% | +375.9% |
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 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