-49.3%
TE vs VYM
+77.5%
-126.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | -0.8% |
| 7D | +0.2% | -0.8% | +1.0% | +1.9% |
| 30D | -5.9% | -2.2% | -3.7% | -1.3% |
| 3M | -45.6% | +3.1% | -48.6% | -49.2% |
| 6M | -43.4% | +9.7% | -53.1% | -53.2% |
| YTD | -31.0% | +14.9% | -45.9% | -48.1% |
| 1Y | +145.2% | +17.6% | +127.6% | +76.2% |
| 3Y | -24.1% | +65.3% | -89.4% | -68.7% |
| All | -49.3% | +77.5% | -126.8% | -79.3% |
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