+34.0%
USB vs VYM
+21.4%
+12.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.3% |
| 7D | +1.4% | 0.0% | +1.5% | +1.5% |
| 30D | -1.3% | -0.5% | -0.8% | -0.6% |
| 3M | +15.2% | +3.0% | +12.2% | +11.1% |
| 6M | +18.8% | +8.2% | +10.6% | +7.6% |
| YTD | +21.0% | +15.8% | +5.2% | +0.4% |
| 1Y | +34.0% | +20.8% | +13.2% | +5.0% |
| All | +34.0% | +21.4% | +12.6% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling