+468.0%
UUUU vs VYM
+209.2%
+258.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.7% | -5.7% | -6.0% |
| 7D | -10.5% | -0.8% | -9.7% | -9.4% |
| 30D | -10.5% | -2.2% | -8.3% | -7.2% |
| 3M | -14.1% | +3.1% | -17.2% | -18.0% |
| 6M | -35.5% | +9.7% | -45.2% | -43.1% |
| YTD | -10.9% | +14.9% | -25.8% | -26.5% |
| 1Y | +3.4% | +17.6% | -14.2% | -17.3% |
| 3Y | +73.1% | +65.3% | +7.8% | -17.7% |
| 5Y | +87.1% | +78.7% | +8.4% | -14.4% |
| All | +468.0% | +209.2% | +258.8% | +60.7% |
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