+363.0%
NDAQ vs VYM
+209.2%
+153.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.2% | -1.2% |
| 7D | -5.6% | -0.8% | -4.8% | -4.8% |
| 30D | -4.4% | -2.2% | -2.1% | -2.3% |
| 3M | +5.9% | +3.1% | +2.8% | +2.9% |
| 6M | +7.7% | +9.7% | -2.0% | -1.5% |
| YTD | -5.2% | +14.9% | -20.1% | -17.1% |
| 1Y | -3.4% | +17.6% | -20.9% | -17.4% |
| 3Y | +85.6% | +65.3% | +20.3% | +14.8% |
| 5Y | +49.5% | +78.7% | -29.2% | -14.1% |
| All | +363.0% | +209.2% | +153.9% | +57.8% |
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