+55.6%
VFC vs VYM
+21.8%
+33.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.2% | +3.2% | +1.4% |
| 7D | +21.5% | +1.2% | +20.3% | +18.2% |
| 30D | +46.7% | +5.2% | +41.4% | +29.4% |
| 3M | +38.4% | +0.5% | +37.9% | +37.4% |
| 6M | +15.2% | +7.7% | +7.5% | -2.4% |
| YTD | +17.8% | +17.2% | +0.6% | -20.1% |
| 1Y | +55.6% | +21.7% | +33.9% | -5.5% |
| All | +55.6% | +21.8% | +33.8% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling