+1,258.4%
NET vs VYM
+120.8%
+1,137.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -3.3% | -5.0% | -5.2% |
| 7D | -21.2% | -3.0% | -18.2% | -18.7% |
| 30D | -31.1% | +0.9% | -32.0% | -31.7% |
| 3M | -16.5% | -2.7% | -13.8% | -14.3% |
| 6M | 0.0% | +3.4% | -3.4% | -2.9% |
| YTD | +24.0% | +13.3% | +10.7% | +10.3% |
| 1Y | +7.0% | +17.0% | -10.0% | -7.5% |
| 3Y | +279.6% | +67.0% | +212.5% | +142.0% |
| 5Y | +24.0% | +67.3% | -43.3% | -18.0% |
| All | +1,258.4% | +120.8% | +1,137.6% | +731.9% |
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 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