+27.5%
USFR vs VYM
+303.0%
-275.5%
-2.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | 0.0% |
| 7D | +0.1% | -1.9% | +1.9% | +0.1% |
| 30D | +0.3% | -2.6% | +2.9% | +0.3% |
| 3M | +1.0% | +3.6% | -2.6% | +1.0% |
| 6M | +1.9% | +8.7% | -6.8% | +1.9% |
| YTD | +2.7% | +14.1% | -11.4% | +2.6% |
| 1Y | +4.0% | +17.8% | -13.8% | +4.0% |
| 3Y | +14.1% | +64.5% | -50.5% | +13.9% |
| 5Y | +20.5% | +77.5% | -57.0% | +20.3% |
| 10Y | +28.0% | +206.1% | -178.1% | +27.3% |
| All | +27.5% | +303.0% | -275.5% | +27.0% |
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