+140.2%
NI vs VYM
+209.2%
-69.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.6% |
| 7D | 0.0% | -0.8% | +0.8% | +0.7% |
| 30D | -1.4% | -2.2% | +0.9% | +0.4% |
| 3M | -10.6% | +3.1% | -13.6% | -12.8% |
| 6M | -9.3% | +9.7% | -19.0% | -16.1% |
| YTD | +1.1% | +14.9% | -13.8% | -10.0% |
| 1Y | +3.4% | +17.6% | -14.2% | -9.8% |
| 3Y | +67.9% | +65.3% | +2.6% | +9.3% |
| 5Y | +98.0% | +78.7% | +19.2% | +19.9% |
| All | +140.2% | +209.2% | -69.0% | -11.1% |
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 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