+20.5%
USFR vs VYM
+77.5%
-57.0%
-0.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.1% |
| 30D | +0.4% | -2.2% | +2.6% | +0.4% |
| 3M | +1.0% | +3.1% | -2.0% | +1.0% |
| 6M | +2.0% | +9.7% | -7.7% | +2.0% |
| YTD | +2.8% | +14.9% | -12.1% | +2.8% |
| 1Y | +4.1% | +17.6% | -13.5% | +4.1% |
| 3Y | +14.1% | +65.3% | -51.2% | +14.2% |
| All | +20.5% | +77.5% | -57.0% | +20.6% |
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