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  • ET vs VYM✓SelectedUSD · VYMET vs VYM performance historyLatest closeAs of+0.79%09/09
Stock and ETF performance explorer

ET vs VYM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,116.9%
VYM return
+487.3%
Excess return
+629.7%
Maximum drawdown
-87.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioVYMExcessAlpha
1D+0.8%-0.5%+1.3%+1.3%
7D+0.6%-1.0%+1.6%+1.6%
30D+5.3%-2.0%+7.3%+7.3%
3M+15.6%+3.1%+12.6%+12.3%
6M+20.6%+8.9%+11.7%+11.0%
YTD+38.5%+14.7%+23.8%+21.2%
1Y+35.7%+19.4%+16.3%+14.1%
3Y+98.4%+65.4%+33.0%+22.9%
5Y+245.3%+77.6%+167.7%+100.8%
10Y+173.7%+207.8%-34.0%+2.6%
All+1,116.9%+487.3%+629.7%+157.3%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling