-92.5%
UUUU vs VYM
+481.3%
-573.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -5.7% |
| 7D | -5.0% | -1.9% | -3.2% | -2.8% |
| 30D | -7.8% | -2.6% | -5.2% | -4.7% |
| 3M | -0.4% | +3.6% | -4.0% | -4.4% |
| 6M | -32.9% | +8.7% | -41.6% | -38.5% |
| YTD | -6.3% | +14.1% | -20.4% | -18.8% |
| 1Y | +7.9% | +17.8% | -9.9% | -9.7% |
| 3Y | +85.2% | +64.5% | +20.7% | +4.3% |
| 5Y | +97.0% | +77.5% | +19.4% | +8.6% |
| 10Y | +492.6% | +206.1% | +286.5% | +94.3% |
| All | -92.5% | +481.3% | -573.7% | -98.3% |
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