+41.2%
USB vs VYM
+76.8%
-35.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.5% |
| 3M | +15.2% | +3.0% | +12.2% | +10.2% |
| 6M | +18.8% | +8.2% | +10.6% | +5.6% |
| YTD | +21.0% | +15.8% | +5.2% | -2.9% |
| 1Y | +34.0% | +20.8% | +13.2% | +0.8% |
| 3Y | +95.3% | +65.3% | +30.1% | -6.8% |
| All | +41.2% | +76.8% | -35.6% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling