+10.7%
U vs VYM
+64.0%
-53.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -0.1% |
| 7D | 0.0% | -1.9% | +1.8% | +3.4% |
| 30D | -4.1% | -2.6% | -1.5% | +0.7% |
| 3M | +57.8% | +3.6% | +54.2% | +47.9% |
| 6M | +103.5% | +8.7% | +94.9% | +73.2% |
| YTD | -4.8% | +14.1% | -18.9% | -27.2% |
| 1Y | -2.4% | +17.8% | -20.2% | -29.8% |
| All | +10.7% | +64.0% | -53.3% | -62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling