+91.7%
USB vs VYM
+203.9%
-112.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +0.1% |
| 7D | 0.0% | -2.8% | +2.8% | +4.1% |
| 30D | +5.8% | +1.0% | +4.8% | +4.3% |
| 3M | -6.0% | -2.9% | -3.0% | -1.9% |
| 6M | +7.8% | +2.6% | +5.2% | +4.0% |
| YTD | +14.6% | +12.8% | +1.8% | -3.4% |
| 1Y | +31.8% | +16.8% | +15.0% | +5.8% |
| 3Y | +91.5% | +66.9% | +24.7% | -5.4% |
| 5Y | +22.0% | +66.5% | -44.5% | -38.2% |
| All | +91.7% | +203.9% | -112.1% | -53.9% |
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 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