-53.5%
S vs VYM
+80.9%
-134.5%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.2% |
| 7D | -0.7% | -0.8% | +0.1% | +0.4% |
| 30D | -11.4% | -2.2% | -9.2% | -8.7% |
| 3M | +33.8% | +3.1% | +30.7% | +28.5% |
| 6M | +39.5% | +9.7% | +29.8% | +22.6% |
| YTD | +31.7% | +14.9% | +16.8% | +8.3% |
| 1Y | +7.0% | +17.6% | -10.6% | -14.8% |
| 3Y | +11.8% | +65.3% | -53.5% | -44.1% |
| 5Y | -69.0% | +78.7% | -147.7% | -84.3% |
| All | -53.5% | +80.9% | -134.5% | -76.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling