+3,341.8%
V vs VYM
+506.8%
+2,835.0%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +0.9% | +3.7% | -2.7% | -2.7% |
| 30D | +9.0% | +3.7% | +5.3% | +5.1% |
| 3M | +16.7% | -0.7% | +17.4% | +17.5% |
| 6M | +33.4% | +7.2% | +26.2% | +24.2% |
| YTD | +22.4% | +16.9% | +5.4% | +4.1% |
| 1Y | +27.7% | +19.6% | +8.1% | +6.2% |
| 3Y | +78.0% | +74.6% | +3.4% | +0.8% |
| 5Y | +108.5% | +72.3% | +36.2% | +20.0% |
| 10Y | +459.0% | +206.5% | +252.5% | +82.4% |
| All | +3,341.8% | +506.8% | +2,835.0% | +498.5% |
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