+2,874.5%
V vs VYM
+498.4%
+2,376.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.3% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | +1.9% | -1.3% | +3.2% | +3.2% |
| 3M | +15.5% | +4.1% | +11.5% | +11.0% |
| 6M | +16.6% | +9.8% | +6.8% | +5.9% |
| YTD | +5.7% | +15.3% | -9.6% | -8.7% |
| 1Y | +8.6% | +20.0% | -11.5% | -10.0% |
| 3Y | +52.5% | +66.2% | -13.7% | -9.3% |
| 5Y | +67.1% | +77.5% | -10.4% | -6.5% |
| 10Y | +376.8% | +201.7% | +175.1% | +58.1% |
| All | +2,874.5% | +498.4% | +2,376.2% | +424.8% |
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