+488.7%
VYM vs BG
+187.3%
+301.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.1% |
| 7D | -0.8% | +3.1% | -3.9% | -1.6% |
| 30D | -2.2% | +10.2% | -12.5% | -4.8% |
| 3M | +3.1% | -1.7% | +4.7% | +3.0% |
| 6M | +9.7% | +1.0% | +8.7% | +8.6% |
| YTD | +14.9% | +39.9% | -25.0% | +4.1% |
| 1Y | +17.6% | +53.2% | -35.7% | +3.5% |
| 3Y | +65.3% | +16.3% | +49.0% | +54.1% |
| 5Y | +78.7% | +83.9% | -5.1% | +43.7% |
| 10Y | +208.2% | +165.1% | +43.1% | +111.1% |
| All | +488.7% | +187.3% | +301.4% | +240.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling