+89.2%
USB vs VYM
+208.3%
-119.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.3% | +0.2% | -0.7% |
| 7D | +0.8% | -0.7% | +1.4% | +1.7% |
| 30D | +6.8% | +2.5% | +4.3% | +3.1% |
| 3M | -3.8% | -1.2% | -2.6% | -2.1% |
| 6M | +11.7% | +5.9% | +5.8% | +3.1% |
| YTD | +17.5% | +15.4% | +2.1% | -4.0% |
| 1Y | +33.8% | +18.8% | +14.9% | +4.8% |
| 3Y | +104.2% | +73.8% | +30.4% | -4.7% |
| 5Y | +26.4% | +70.5% | -44.0% | -38.1% |
| 10Y | +89.2% | +203.2% | -114.0% | -52.4% |
| All | +89.2% | +208.3% | -119.1% | -52.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling