+11.8%
S vs VYM
+65.1%
-53.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -1.2% |
| 7D | -0.7% | -0.8% | +0.1% | +0.3% |
| 30D | -11.4% | -2.2% | -9.2% | -8.8% |
| 3M | +33.8% | +3.1% | +30.7% | +28.8% |
| 6M | +39.5% | +9.7% | +29.8% | +23.1% |
| YTD | +31.7% | +14.9% | +16.8% | +8.6% |
| 1Y | +7.0% | +17.6% | -10.6% | -14.6% |
| 3Y | +11.8% | +65.3% | -53.5% | -45.2% |
| All | +11.8% | +65.1% | -53.3% | -45.2% |
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