+582.8%
SBUX vs VYM
+488.1%
+94.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.2% |
| 7D | -5.5% | -0.8% | -4.7% | -4.7% |
| 30D | -8.5% | -2.2% | -6.2% | -6.2% |
| 3M | -2.9% | +3.1% | -6.0% | -6.0% |
| 6M | -1.5% | +9.7% | -11.2% | -10.9% |
| YTD | +19.4% | +14.9% | +4.5% | +2.9% |
| 1Y | +22.9% | +17.6% | +5.4% | +3.3% |
| 3Y | +11.3% | +65.3% | -54.0% | -34.6% |
| 5Y | -6.9% | +78.7% | -85.6% | -49.2% |
| 10Y | +125.4% | +208.2% | -82.8% | -32.2% |
| All | +582.8% | +488.1% | +94.7% | -2.0% |
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 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