+487.8%
VYM vs SPY
+680.5%
-192.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | -1.0% | -0.4% | -0.6% | -0.7% |
| 30D | -2.0% | -1.4% | -0.7% | -0.9% |
| 3M | +3.1% | +3.7% | -0.6% | -0.3% |
| 6M | +8.9% | +13.0% | -4.1% | -2.3% |
| YTD | +14.7% | +12.4% | +2.3% | +3.3% |
| 1Y | +19.4% | +18.5% | +0.9% | +2.6% |
| 3Y | +65.4% | +77.6% | -12.2% | -1.2% |
| 5Y | +77.6% | +81.7% | -4.1% | +2.4% |
| 10Y | +207.8% | +319.7% | -111.9% | -16.6% |
| All | +487.8% | +680.5% | -192.7% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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