+41.6%
NYT vs VYM
+77.5%
-35.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | 0.0% |
| 7D | -0.6% | -0.8% | +0.2% | 0.0% |
| 30D | +4.6% | -2.2% | +6.8% | +6.4% |
| 3M | -9.6% | +3.1% | -12.7% | -11.7% |
| 6M | -14.0% | +9.7% | -23.7% | -20.2% |
| YTD | -2.8% | +14.9% | -17.7% | -13.3% |
| 1Y | +15.6% | +17.6% | -2.0% | +1.1% |
| 3Y | +56.3% | +65.3% | -9.0% | +0.4% |
| All | +41.6% | +77.5% | -35.9% | -13.8% |
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