-62.8%
W vs VYM
+75.8%
-138.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.1% | -1.2% |
| 7D | +0.5% | -1.9% | +2.3% | +5.6% |
| 30D | -5.6% | -2.6% | -3.0% | +1.3% |
| 3M | +41.9% | +3.6% | +38.3% | +31.0% |
| 6M | +30.2% | +8.7% | +21.5% | +5.9% |
| YTD | -2.9% | +14.1% | -17.1% | -30.6% |
| 1Y | +11.6% | +17.8% | -6.2% | -26.8% |
| 3Y | +37.0% | +64.5% | -27.6% | -59.2% |
| 5Y | -62.8% | +77.5% | -140.4% | -88.6% |
| All | -62.8% | +75.8% | -138.6% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling