+6.7%
NI vs VYM
+21.4%
-14.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | -3.5% | -0.5% | -3.0% | -3.3% |
| 3M | -9.1% | +3.0% | -12.1% | -10.6% |
| 6M | -11.8% | +8.2% | -20.1% | -15.6% |
| YTD | +1.1% | +15.8% | -14.7% | -7.2% |
| 1Y | +6.7% | +20.8% | -14.1% | -4.1% |
| All | +6.7% | +21.4% | -14.7% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling