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  • P vs VYM✓SelectedUSD · VYMP vs VYM performance historyLatest closeAs of-4.03%09/09
Stock and ETF performance explorer

P vs VYM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+268.9%
VYM return
+76.9%
Excess return
+192.0%
Maximum drawdown
-48.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioVYMExcessAlpha
1D-4.0%-0.5%-3.5%-3.3%
7D+5.0%-1.0%+6.0%+6.5%
30D-0.9%-2.0%+1.1%+2.0%
3M+38.7%+3.1%+35.6%+33.5%
6M+54.4%+8.9%+45.5%+38.3%
YTD+44.8%+14.7%+30.1%+21.9%
1Y+22.5%+19.4%+3.1%-2.4%
3Y+148.2%+65.4%+82.8%+35.8%
5Y+268.9%+77.6%+191.4%+89.4%
All+268.9%+76.9%+192.0%+89.4%

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