+250.1%
SPOT vs VYM
+156.9%
+93.2%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.2% |
| 7D | -6.9% | -1.9% | -5.0% | -5.5% |
| 30D | +4.1% | -2.6% | +6.7% | +6.3% |
| 3M | +3.7% | +3.6% | +0.1% | +0.8% |
| 6M | -1.6% | +8.7% | -10.3% | -7.8% |
| YTD | -10.2% | +14.1% | -24.3% | -19.1% |
| 1Y | -25.9% | +17.8% | -43.7% | -35.0% |
| 3Y | +235.6% | +64.5% | +171.1% | +127.2% |
| 5Y | +110.6% | +77.5% | +33.1% | +38.2% |
| All | +250.1% | +156.9% | +93.2% | +86.2% |
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