+23.7%
VFC vs VYM
+490.3%
-466.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.4% | -1.3% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -11.9% | -1.3% | -10.7% | -10.5% |
| 3M | -20.2% | +4.1% | -24.2% | -23.4% |
| 6M | -23.0% | +9.8% | -32.8% | -30.6% |
| YTD | -26.2% | +15.3% | -41.5% | -37.2% |
| 1Y | -13.3% | +20.0% | -33.3% | -29.1% |
| 3Y | -25.5% | +66.2% | -91.7% | -55.6% |
| 5Y | -78.1% | +77.5% | -155.6% | -87.5% |
| 10Y | -68.8% | +201.7% | -270.5% | -89.4% |
| All | +23.7% | +490.3% | -466.5% | -78.2% |
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