+680.9%
SPY vs VYM
+487.3%
+193.6%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | -0.4% | -1.0% | +0.6% | +0.6% |
| 30D | -1.4% | -2.0% | +0.7% | +0.7% |
| 3M | +3.7% | +3.1% | +0.6% | +0.6% |
| 6M | +13.0% | +8.9% | +4.1% | +3.7% |
| YTD | +12.4% | +14.7% | -2.3% | -2.1% |
| 1Y | +18.5% | +19.4% | -0.9% | -0.9% |
| 3Y | +77.6% | +65.4% | +12.2% | +7.2% |
| 5Y | +81.7% | +77.6% | +4.1% | +2.7% |
| 10Y | +319.7% | +207.8% | +111.9% | +35.7% |
| All | +680.9% | +487.3% | +193.6% | +33.2% |
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