+32.6%
NET vs VYM
+73.4%
-40.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -4.7% |
| 7D | -16.4% | +1.2% | -17.5% | -18.0% |
| 30D | -25.8% | +5.2% | -31.1% | -32.3% |
| 3M | -11.5% | +0.5% | -12.1% | -12.6% |
| 6M | +18.9% | +7.7% | +11.2% | +4.2% |
| YTD | +35.2% | +17.2% | +18.0% | +1.2% |
| 1Y | +14.5% | +21.7% | -7.2% | -20.0% |
| 3Y | +313.8% | +72.7% | +241.1% | +41.8% |
| 5Y | +32.6% | +74.0% | -41.4% | -48.8% |
| All | +32.6% | +73.4% | -40.8% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling