+2,617.5%
TER vs VYM
+492.8%
+2,124.7%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.4% | +5.9% | +6.1% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -8.3% | -0.5% | -7.7% | -7.6% |
| 3M | -12.2% | +3.0% | -15.2% | -15.7% |
| 6M | +17.1% | +8.2% | +8.9% | +6.1% |
| YTD | +84.7% | +15.8% | +68.9% | +53.0% |
| 1Y | +199.9% | +20.8% | +179.1% | +135.2% |
| 3Y | +232.8% | +65.3% | +167.5% | +74.2% |
| 5Y | +198.6% | +76.6% | +122.0% | +47.1% |
| 10Y | +1,669.7% | +203.9% | +1,465.8% | +315.7% |
| All | +2,617.5% | +492.8% | +2,124.7% | +162.1% |
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