+743.9%
PODD vs VYM
+437.2%
+306.7%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.8% |
| 7D | -10.6% | -1.9% | -8.7% | -8.7% |
| 30D | -6.9% | -2.6% | -4.3% | -4.1% |
| 3M | -10.6% | +3.6% | -14.2% | -14.0% |
| 6M | -43.5% | +8.7% | -52.1% | -48.6% |
| YTD | -52.6% | +14.1% | -66.7% | -59.2% |
| 1Y | -60.1% | +17.8% | -77.9% | -66.9% |
| 3Y | -21.7% | +64.5% | -86.2% | -55.4% |
| 5Y | -54.6% | +77.5% | -132.1% | -75.9% |
| 10Y | +228.2% | +206.1% | +22.0% | -16.5% |
| All | +743.9% | +437.2% | +306.7% | -17.0% |
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