+77.5%
VYM vs BG
+81.8%
-4.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | -0.8% | +3.1% | -3.9% | -1.4% |
| 30D | -2.2% | +10.2% | -12.5% | -4.1% |
| 3M | +3.1% | -1.7% | +4.7% | +3.1% |
| 6M | +9.7% | +1.0% | +8.7% | +9.0% |
| YTD | +14.9% | +39.9% | -25.0% | +6.7% |
| 1Y | +17.6% | +53.2% | -35.7% | +6.8% |
| 3Y | +65.3% | +16.3% | +49.0% | +57.6% |
| All | +77.5% | +81.8% | -4.3% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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