-66.9%
SE vs VYM
+75.8%
-142.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.1% |
| 7D | -4.8% | -1.9% | -2.9% | -1.9% |
| 30D | -18.1% | -2.6% | -15.5% | -14.6% |
| 3M | +30.6% | +3.6% | +27.1% | +23.2% |
| 6M | +20.8% | +8.7% | +12.1% | +5.3% |
| YTD | -15.6% | +14.1% | -29.7% | -32.1% |
| 1Y | -44.2% | +17.8% | -62.0% | -57.6% |
| 3Y | +181.5% | +64.5% | +117.0% | +15.9% |
| 5Y | -66.9% | +77.5% | -144.4% | -86.1% |
| All | -66.9% | +75.8% | -142.7% | -86.1% |
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 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