-69.0%
S vs VYM
+71.9%
-140.9%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.2% |
| 7D | +2.0% | +3.7% | -1.7% | -2.9% |
| 30D | -2.7% | +3.7% | -6.4% | -7.2% |
| 3M | -6.9% | -0.7% | -6.2% | -5.8% |
| 6M | +38.1% | +7.2% | +30.8% | +25.3% |
| YTD | +48.0% | +16.9% | +31.1% | +17.5% |
| 1Y | +34.5% | +19.6% | +14.8% | +3.2% |
| 3Y | +38.3% | +74.6% | -36.3% | -39.6% |
| All | -69.0% | +71.9% | -140.9% | -85.4% |
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