+89.8%
RF vs VYM
+77.8%
+11.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.5% |
| 7D | +2.7% | +0.1% | +2.5% | +2.5% |
| 30D | -3.4% | -1.3% | -2.1% | -1.3% |
| 3M | +6.4% | +4.1% | +2.3% | -0.2% |
| 6M | +13.4% | +9.8% | +3.6% | -2.3% |
| YTD | +14.2% | +15.3% | -1.1% | -9.0% |
| 1Y | +15.7% | +20.0% | -4.3% | -13.5% |
| 3Y | +91.3% | +66.2% | +25.1% | -14.0% |
| 5Y | +89.8% | +77.5% | +12.2% | -21.7% |
| All | +89.8% | +77.8% | +11.9% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling