+124.8%
VGT vs VYM
+65.1%
+59.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.4% |
| 7D | -0.2% | -0.8% | +0.6% | +0.8% |
| 30D | -0.4% | -2.2% | +1.8% | +2.4% |
| 3M | +4.4% | +3.1% | +1.4% | +0.6% |
| 6M | +32.1% | +9.7% | +22.3% | +18.1% |
| YTD | +28.8% | +14.9% | +13.9% | +9.0% |
| 1Y | +35.3% | +17.6% | +17.8% | +11.3% |
| 3Y | +124.8% | +65.3% | +59.5% | +31.4% |
| All | +124.8% | +65.1% | +59.7% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling