+59.8%
ON vs VYM
+77.5%
-17.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +0.7% | +7.8% | +7.1% |
| 7D | +2.4% | -0.8% | +3.2% | +4.2% |
| 30D | -8.6% | -2.2% | -6.4% | -4.2% |
| 3M | -34.3% | +3.1% | -37.4% | -38.1% |
| 6M | +28.5% | +9.7% | +18.8% | +8.3% |
| YTD | +40.6% | +14.9% | +25.7% | +8.2% |
| 1Y | +55.3% | +17.6% | +37.8% | +14.8% |
| 3Y | -22.2% | +65.3% | -87.5% | -69.2% |
| All | +59.8% | +77.5% | -17.7% | -38.6% |
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