+211.9%
TER vs VYM
+75.8%
+136.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.5% |
| 7D | +9.4% | -1.9% | +11.2% | +13.2% |
| 30D | -2.4% | -2.6% | +0.2% | +2.4% |
| 3M | +6.5% | +3.6% | +3.0% | -0.4% |
| 6M | +23.2% | +8.7% | +14.5% | +7.0% |
| YTD | +91.5% | +14.1% | +77.4% | +54.2% |
| 1Y | +214.8% | +17.8% | +197.0% | +141.0% |
| 3Y | +275.3% | +64.5% | +210.8% | +68.6% |
| 5Y | +211.9% | +77.5% | +134.4% | +32.9% |
| All | +211.9% | +75.8% | +136.1% | +32.9% |
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