+1,449.6%
NET vs VYM
+125.6%
+1,323.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -7.0% | 0.0% | -7.0% | -7.0% |
| 30D | -4.8% | -0.5% | -4.2% | -4.2% |
| 3M | +3.8% | +3.0% | +0.8% | +1.2% |
| 6M | +50.0% | +8.2% | +41.8% | +39.4% |
| YTD | +41.5% | +15.8% | +25.7% | +23.4% |
| 1Y | +32.8% | +20.8% | +12.0% | +11.5% |
| 3Y | +335.9% | +65.3% | +270.6% | +180.8% |
| 5Y | +113.8% | +76.6% | +37.2% | +37.1% |
| All | +1,449.6% | +125.6% | +1,323.9% | +830.5% |
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 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