+535.2%
P vs VYM
+254.9%
+280.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.8% |
| 7D | +11.6% | +3.7% | +7.9% | +6.7% |
| 30D | -23.7% | +3.7% | -27.4% | -26.8% |
| 3M | -8.0% | -0.7% | -7.3% | -6.5% |
| 6M | +27.9% | +7.2% | +20.7% | +18.3% |
| YTD | +61.2% | +16.9% | +44.2% | +34.2% |
| 1Y | +28.6% | +19.6% | +9.0% | +3.8% |
| 3Y | +200.5% | +74.6% | +125.9% | +55.0% |
| 5Y | +282.9% | +72.3% | +210.6% | +101.3% |
| 10Y | +665.9% | +206.5% | +459.4% | +111.3% |
| All | +535.2% | +254.9% | +280.3% | +63.3% |
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