+252.8%
SPOT vs VYM
+158.7%
+94.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.3% |
| 7D | -3.1% | -0.8% | -2.3% | -2.5% |
| 30D | +7.4% | -2.2% | +9.6% | +9.3% |
| 3M | +8.2% | +3.1% | +5.1% | +5.6% |
| 6M | +2.2% | +9.7% | -7.5% | -4.9% |
| YTD | -9.5% | +14.9% | -24.4% | -18.9% |
| 1Y | -23.8% | +17.6% | -41.4% | -33.0% |
| 3Y | +233.5% | +65.3% | +168.2% | +125.0% |
| 5Y | +112.2% | +78.7% | +33.5% | +38.6% |
| All | +252.8% | +158.7% | +94.2% | +86.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling