-69.5%
S vs VYM
+76.7%
-146.2%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.8% |
| 7D | -1.2% | -1.0% | -0.2% | +0.1% |
| 30D | -12.6% | -2.0% | -10.5% | -10.0% |
| 3M | +27.6% | +3.1% | +24.5% | +22.4% |
| 6M | +35.5% | +8.9% | +26.6% | +19.7% |
| YTD | +29.6% | +14.7% | +14.9% | +5.8% |
| 1Y | +8.1% | +19.4% | -11.3% | -16.7% |
| 3Y | +14.8% | +65.4% | -50.6% | -45.0% |
| All | -69.5% | +76.7% | -146.2% | -86.1% |
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