+879.4%
NDAQ vs VYM
+490.3%
+389.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.4% |
| 7D | -2.6% | +0.1% | -2.7% | -2.7% |
| 30D | +0.5% | -1.3% | +1.7% | +2.1% |
| 3M | +9.9% | +4.1% | +5.9% | +4.7% |
| 6M | +8.2% | +9.8% | -1.6% | -3.7% |
| YTD | -1.5% | +15.3% | -16.8% | -17.6% |
| 1Y | +1.3% | +20.0% | -18.7% | -19.4% |
| 3Y | +92.6% | +66.2% | +26.3% | +2.2% |
| 5Y | +53.8% | +77.5% | -23.7% | -25.6% |
| 10Y | +376.0% | +201.7% | +174.2% | +8.5% |
| All | +879.4% | +490.3% | +389.1% | -12.0% |
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