+316.8%
T vs VYM
+490.3%
-173.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | -1.5% | +0.1% | -1.7% | -1.6% |
| 30D | +7.6% | -1.3% | +8.9% | +8.7% |
| 3M | +15.3% | +4.1% | +11.2% | +11.7% |
| 6M | -8.5% | +9.8% | -18.3% | -15.2% |
| YTD | +6.8% | +15.3% | -8.5% | -5.1% |
| 1Y | -7.2% | +20.0% | -27.3% | -20.3% |
| 3Y | +108.2% | +66.2% | +42.0% | +35.1% |
| 5Y | +66.1% | +77.5% | -11.5% | +1.5% |
| 10Y | +65.3% | +201.7% | -136.4% | -35.1% |
| All | +316.8% | +490.3% | -173.4% | -3.1% |
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 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