+2,004.2%
VGT vs VYM
+484.2%
+1,520.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.5% |
| 7D | -1.0% | -1.9% | +0.8% | +0.9% |
| 30D | -0.4% | -2.6% | +2.1% | +2.2% |
| 3M | +6.6% | +3.6% | +3.0% | +2.9% |
| 6M | +31.0% | +8.7% | +22.4% | +20.6% |
| YTD | +27.2% | +14.1% | +13.1% | +11.5% |
| 1Y | +34.5% | +17.8% | +16.6% | +14.1% |
| 3Y | +123.1% | +64.5% | +58.6% | +36.4% |
| 5Y | +135.1% | +77.5% | +57.6% | +35.3% |
| 10Y | +803.4% | +206.1% | +597.2% | +207.4% |
| All | +2,004.2% | +484.2% | +1,520.0% | +290.4% |
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 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