-68.5%
VFC vs VYM
+209.2%
-277.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.7% | +3.7% | +3.3% |
| 7D | -1.4% | -0.8% | -0.6% | -0.1% |
| 30D | -9.0% | -2.2% | -6.7% | -5.6% |
| 3M | -24.2% | +3.1% | -27.2% | -27.1% |
| 6M | -18.5% | +9.7% | -28.2% | -28.6% |
| YTD | -25.9% | +14.9% | -40.8% | -39.2% |
| 1Y | -13.0% | +17.6% | -30.6% | -30.5% |
| 3Y | -20.3% | +65.3% | -85.6% | -58.1% |
| 5Y | -78.1% | +78.7% | -156.8% | -89.3% |
| All | -68.5% | +209.2% | -277.7% | -91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling