-48.8%
SE vs VYM
+21.8%
-70.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.2% | +3.2% | +3.5% |
| 7D | +6.7% | +1.2% | +5.5% | +5.7% |
| 30D | -17.2% | +5.2% | -22.4% | -20.5% |
| 3M | -28.0% | +0.5% | -28.6% | -28.2% |
| 6M | -6.1% | +7.7% | -13.8% | -12.3% |
| YTD | -37.1% | +17.2% | -54.3% | -45.1% |
| 1Y | -48.8% | +21.7% | -70.4% | -56.8% |
| All | -48.8% | +21.8% | -70.5% | -56.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling