+42.9%
RF vs VYM
+498.9%
-456.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -2.0% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | +4.6% | +3.6% | +1.0% | -2.5% |
| 3M | -8.4% | -0.1% | -8.3% | -8.4% |
| 6M | +8.9% | +7.1% | +1.7% | -5.0% |
| YTD | +8.8% | +17.0% | -8.2% | -19.9% |
| 1Y | +18.9% | +19.0% | -0.1% | -15.3% |
| 3Y | +116.0% | +74.4% | +41.6% | -26.0% |
| 5Y | +46.0% | +72.7% | -26.6% | -48.4% |
| 10Y | +231.7% | +206.6% | +25.1% | -61.8% |
| All | +42.9% | +498.9% | -456.0% | -93.8% |
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