-22.2%
ON vs VYM
+65.1%
-87.2%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +7.0% |
| 7D | +2.4% | -0.8% | +3.2% | +4.3% |
| 30D | -8.6% | -2.2% | -6.4% | -3.9% |
| 3M | -34.3% | +3.1% | -37.4% | -38.3% |
| 6M | +28.5% | +9.7% | +18.8% | +7.2% |
| YTD | +40.6% | +14.9% | +25.7% | +6.8% |
| 1Y | +55.3% | +17.6% | +37.8% | +13.0% |
| 3Y | -22.2% | +65.3% | -87.5% | -64.5% |
| All | -22.2% | +65.1% | -87.2% | -64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling