-53.2%
S vs VYM
+82.4%
-135.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.9% |
| 7D | -7.7% | 0.0% | -7.7% | -7.7% |
| 30D | -5.3% | -0.5% | -4.8% | -4.6% |
| 3M | +20.3% | +3.0% | +17.2% | +15.6% |
| 6M | +47.4% | +8.2% | +39.2% | +32.0% |
| YTD | +32.5% | +15.8% | +16.7% | +7.9% |
| 1Y | +9.5% | +20.8% | -11.3% | -16.0% |
| 3Y | +15.5% | +65.3% | -49.8% | -42.2% |
| 5Y | -71.2% | +76.6% | -147.8% | -85.9% |
| All | -53.2% | +82.4% | -135.6% | -76.1% |
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 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