+231.5%
USB vs VYM
+477.4%
-245.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | +0.1% |
| 7D | 0.0% | -2.8% | +2.8% | +4.2% |
| 30D | +5.8% | +1.0% | +4.8% | +4.2% |
| 3M | -6.0% | -2.9% | -3.0% | -1.8% |
| 6M | +7.8% | +2.6% | +5.2% | +4.0% |
| YTD | +14.6% | +12.8% | +1.8% | -3.7% |
| 1Y | +31.8% | +16.8% | +15.0% | +5.4% |
| 3Y | +91.5% | +66.9% | +24.7% | -6.9% |
| 5Y | +22.0% | +66.5% | -44.5% | -39.3% |
| 10Y | +96.1% | +207.8% | -111.8% | -58.2% |
| All | +231.5% | +477.4% | -245.9% | -71.4% |
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 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