+32.0%
Q vs VYM
+16.6%
+15.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +3.1% |
| 7D | +6.6% | -1.0% | +7.6% | +9.2% |
| 30D | -6.6% | -2.0% | -4.5% | -1.6% |
| 3M | -13.2% | +3.1% | -16.3% | -20.5% |
| 6M | +9.9% | +8.9% | +1.1% | -13.6% |
| YTD | +53.9% | +14.7% | +39.2% | +9.9% |
| All | +32.0% | +16.6% | +15.4% | -8.7% |
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