+139.6%
VIAV vs VYM
+77.5%
+62.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +2.8% |
| 7D | +11.2% | -0.8% | +12.0% | +12.3% |
| 30D | -10.1% | -2.2% | -7.9% | -7.6% |
| 3M | -22.9% | +3.1% | -25.9% | -25.8% |
| 6M | +28.8% | +9.7% | +19.1% | +16.1% |
| YTD | +117.5% | +14.9% | +102.6% | +86.7% |
| 1Y | +216.1% | +17.6% | +198.5% | +165.1% |
| 3Y | +292.2% | +65.3% | +226.9% | +126.6% |
| All | +139.6% | +77.5% | +62.1% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling