+47.6%
ON vs VYM
+21.8%
+25.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -5.0% |
| 7D | -5.8% | +1.2% | -7.0% | -8.6% |
| 30D | -17.1% | +5.2% | -22.3% | -27.7% |
| 3M | -11.8% | +0.5% | -12.3% | -12.8% |
| 6M | -30.2% | +7.7% | -37.9% | -41.5% |
| YTD | +31.6% | +17.2% | +14.4% | -7.8% |
| 1Y | +47.6% | +21.7% | +25.9% | -6.3% |
| All | +47.6% | +21.8% | +25.8% | -6.3% |
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