+77.5%
VYM vs DAR
-9.0%
+86.5%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.0% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -2.2% | +2.6% | -4.9% | -2.8% |
| 3M | +3.1% | +14.2% | -11.2% | +0.5% |
| 6M | +9.7% | +17.2% | -7.5% | +6.3% |
| YTD | +14.9% | +80.9% | -66.0% | +3.3% |
| 1Y | +17.6% | +104.0% | -86.4% | +3.1% |
| 3Y | +65.3% | +3.6% | +61.7% | +60.9% |
| All | +77.5% | -9.0% | +86.5% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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