+361.0%
ORLY vs VYM
+209.2%
+151.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.2% |
| 7D | -2.4% | -0.8% | -1.6% | -1.7% |
| 30D | -6.8% | -2.2% | -4.5% | -5.1% |
| 3M | -4.8% | +3.1% | -7.8% | -7.0% |
| 6M | -9.1% | +9.7% | -18.8% | -15.5% |
| YTD | -5.9% | +14.9% | -20.8% | -15.8% |
| 1Y | -20.4% | +17.6% | -38.0% | -30.2% |
| 3Y | +36.6% | +65.3% | -28.7% | -10.8% |
| 5Y | +117.3% | +78.7% | +38.6% | +31.6% |
| All | +361.0% | +209.2% | +151.9% | +67.5% |
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 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