-45.9%
SE vs VYM
+18.4%
-64.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -2.0% |
| 7D | -5.2% | -0.8% | -4.4% | -4.5% |
| 30D | -17.1% | -2.2% | -14.8% | -15.3% |
| 3M | +24.0% | +3.1% | +20.9% | +20.4% |
| 6M | +21.0% | +9.7% | +11.3% | +9.3% |
| YTD | -16.7% | +14.9% | -31.6% | -26.6% |
| 1Y | -45.9% | +17.6% | -63.5% | -53.5% |
| All | -45.9% | +18.4% | -64.4% | -53.5% |
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