+147.7%
P vs VYM
+64.8%
+82.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.2% |
| 7D | +5.0% | -1.0% | +6.0% | +6.7% |
| 30D | -0.9% | -2.0% | +1.1% | +2.5% |
| 3M | +38.7% | +3.1% | +35.6% | +32.7% |
| 6M | +54.4% | +8.9% | +45.5% | +35.9% |
| YTD | +44.8% | +14.7% | +30.1% | +18.9% |
| 1Y | +22.5% | +19.4% | +3.1% | -5.6% |
| All | +147.7% | +64.8% | +82.9% | +31.4% |
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