+544.6%
O vs VYM
+490.3%
+54.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | +0.1% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -2.0% | -1.3% | -0.7% | -0.6% |
| 3M | +3.0% | +4.1% | -1.1% | -1.6% |
| 6M | -3.6% | +9.8% | -13.4% | -13.5% |
| YTD | +12.1% | +15.3% | -3.3% | -5.1% |
| 1Y | +8.9% | +20.0% | -11.1% | -12.0% |
| 3Y | +30.3% | +66.2% | -35.9% | -29.2% |
| 5Y | +13.7% | +77.5% | -63.8% | -43.9% |
| 10Y | +50.3% | +201.7% | -151.5% | -62.6% |
| All | +544.6% | +490.3% | +54.4% | -40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling