-37.5%
U vs VYM
+134.5%
-171.9%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.4% |
| 7D | +4.5% | +0.1% | +4.3% | +4.2% |
| 30D | -0.6% | -1.3% | +0.7% | +1.7% |
| 3M | +48.4% | +4.1% | +44.4% | +38.8% |
| 6M | +115.4% | +9.8% | +105.6% | +82.7% |
| YTD | -3.2% | +15.3% | -18.5% | -25.3% |
| 1Y | -6.0% | +20.0% | -26.1% | -32.1% |
| 3Y | +13.5% | +66.2% | -52.8% | -51.4% |
| 5Y | -68.0% | +77.5% | -145.5% | -85.9% |
| All | -37.5% | +134.5% | -171.9% | -71.8% |
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