+648.6%
P vs VYM
+207.1%
+441.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -2.4% |
| 7D | -4.1% | -1.9% | -2.3% | -1.7% |
| 30D | -14.0% | -2.6% | -11.4% | -10.9% |
| 3M | +41.4% | +3.6% | +37.9% | +35.6% |
| 6M | +54.2% | +8.7% | +45.5% | +39.2% |
| YTD | +40.4% | +14.1% | +26.3% | +19.8% |
| 1Y | +16.0% | +17.8% | -1.9% | -5.2% |
| 3Y | +140.7% | +64.5% | +76.1% | +32.1% |
| 5Y | +256.3% | +77.5% | +178.8% | +78.5% |
| All | +648.6% | +207.1% | +441.5% | +96.6% |
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 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