+547.6%
P vs VYM
+255.3%
+292.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | +17.8% | +3.3% | +14.5% | +13.1% |
| 30D | -29.9% | +3.8% | -33.6% | -32.8% |
| 3M | -1.2% | -0.4% | -0.8% | 0.0% |
| 6M | +32.1% | +7.1% | +25.0% | +22.3% |
| YTD | +64.3% | +17.1% | +47.2% | +36.7% |
| 1Y | +24.3% | +18.4% | +5.9% | +1.7% |
| 3Y | +203.2% | +74.5% | +128.7% | +56.4% |
| 5Y | +290.4% | +72.5% | +217.9% | +104.9% |
| 10Y | +680.9% | +206.9% | +474.0% | +115.1% |
| All | +547.6% | +255.3% | +292.3% | +66.3% |
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