-74.2%
OPEN vs VYM
+143.7%
-217.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.0% | -1.8% |
| 7D | -11.4% | -0.8% | -10.6% | -9.8% |
| 30D | -20.1% | -2.2% | -17.8% | -15.9% |
| 3M | -37.6% | +3.1% | -40.7% | -41.2% |
| 6M | -47.1% | +9.7% | -56.8% | -56.3% |
| YTD | -52.1% | +14.9% | -67.0% | -63.9% |
| 1Y | -73.5% | +17.6% | -91.0% | -80.7% |
| 3Y | -24.4% | +65.3% | -89.7% | -70.0% |
| 5Y | -85.1% | +78.7% | -163.8% | -93.8% |
| All | -74.2% | +143.7% | -217.9% | -90.1% |
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