-46.6%
VG vs VYM
+29.6%
-76.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.9% | +4.6% | +4.4% |
| 7D | +5.5% | -0.2% | +5.7% | +5.8% |
| 30D | -3.6% | +3.6% | -7.2% | -7.8% |
| 3M | -4.0% | -0.1% | -3.8% | -4.0% |
| 6M | +9.4% | +7.1% | +2.2% | -1.9% |
| YTD | +86.6% | +17.0% | +69.6% | +39.2% |
| 1Y | +69.5% | +19.0% | +50.5% | +22.1% |
| All | -46.6% | +29.6% | -76.1% | -65.0% |
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