+51.8%
RF vs VYM
+492.8%
-441.0%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.7% |
| 7D | +1.3% | 0.0% | +1.3% | +1.4% |
| 30D | -3.6% | -0.5% | -3.1% | -2.6% |
| 3M | +8.1% | +3.0% | +5.1% | +1.9% |
| 6M | +11.5% | +8.2% | +3.3% | -4.4% |
| YTD | +15.6% | +15.8% | -0.2% | -13.0% |
| 1Y | +15.7% | +20.8% | -5.2% | -19.8% |
| 3Y | +86.9% | +65.3% | +21.6% | -28.5% |
| 5Y | +89.8% | +76.6% | +13.2% | -35.6% |
| 10Y | +344.7% | +203.9% | +140.8% | -47.8% |
| All | +51.8% | +492.8% | -441.0% | -93.3% |
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