+71.3%
V vs VYM
+77.5%
-6.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.2% |
| 7D | -1.2% | -0.8% | -0.4% | -0.5% |
| 30D | +3.1% | -2.2% | +5.3% | +5.4% |
| 3M | +16.3% | +3.1% | +13.3% | +12.9% |
| 6M | +20.4% | +9.7% | +10.7% | +9.6% |
| YTD | +6.3% | +14.9% | -8.6% | -7.7% |
| 1Y | +8.7% | +17.6% | -8.9% | -7.8% |
| 3Y | +53.3% | +65.3% | -12.0% | -8.9% |
| All | +71.3% | +77.5% | -6.2% | -6.1% |
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