+1,851.9%
TER vs VYM
+209.2%
+1,642.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +1.6% |
| 7D | +6.4% | -0.8% | +7.2% | +7.6% |
| 30D | -5.7% | -2.2% | -3.4% | -2.6% |
| 3M | -0.4% | +3.1% | -3.5% | -4.9% |
| 6M | +25.8% | +9.7% | +16.1% | +11.4% |
| YTD | +96.4% | +14.9% | +81.5% | +64.4% |
| 1Y | +229.2% | +17.6% | +211.7% | +168.1% |
| 3Y | +288.1% | +65.3% | +222.8% | +105.5% |
| 5Y | +219.9% | +78.7% | +141.2% | +58.6% |
| All | +1,851.9% | +209.2% | +1,642.8% | +419.5% |
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