+485.4%
P vs VYM
+251.5%
+233.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.9% |
| 7D | +6.5% | 0.0% | +6.6% | +6.6% |
| 30D | +18.8% | -0.5% | +19.4% | +19.8% |
| 3M | +26.7% | +3.0% | +23.7% | +22.5% |
| 6M | +62.2% | +8.2% | +54.0% | +47.4% |
| YTD | +48.5% | +15.8% | +32.7% | +24.5% |
| 1Y | +26.4% | +20.8% | +5.6% | +0.2% |
| 3Y | +159.4% | +65.3% | +94.1% | +42.1% |
| 5Y | +275.8% | +76.6% | +199.2% | +90.7% |
| 10Y | +732.0% | +203.9% | +528.1% | +130.5% |
| All | +485.4% | +251.5% | +233.9% | +51.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling