+50.7%
O vs VYM
+209.2%
-158.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.7% |
| 7D | -2.9% | -0.8% | -2.1% | -2.2% |
| 30D | -4.5% | -2.2% | -2.3% | -2.6% |
| 3M | -2.6% | +3.1% | -5.7% | -5.2% |
| 6M | -5.6% | +9.7% | -15.3% | -13.1% |
| YTD | +9.3% | +14.9% | -5.6% | -3.5% |
| 1Y | +4.3% | +17.6% | -13.3% | -9.9% |
| 3Y | +27.4% | +65.3% | -37.9% | -20.4% |
| 5Y | +17.1% | +78.7% | -61.7% | -32.8% |
| All | +50.7% | +209.2% | -158.4% | -46.5% |
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