+89.7%
RF vs VYM
+64.8%
+24.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.2% |
| 7D | -0.1% | -1.0% | +0.8% | +1.5% |
| 30D | -4.0% | -2.0% | -2.0% | -0.8% |
| 3M | +5.6% | +3.1% | +2.5% | +0.6% |
| 6M | +13.1% | +8.9% | +4.2% | -1.5% |
| YTD | +13.6% | +14.7% | -1.2% | -9.2% |
| 1Y | +16.0% | +19.4% | -3.5% | -13.2% |
| All | +89.7% | +64.8% | +24.8% | -25.9% |
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