+279.0%
VIAV vs VYM
+484.2%
-205.2%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.5% | -4.0% | -3.8% |
| 7D | +11.2% | -1.9% | +13.1% | +14.0% |
| 30D | -2.6% | -2.6% | 0.0% | +0.8% |
| 3M | -20.1% | +3.6% | -23.7% | -23.8% |
| 6M | +25.8% | +8.7% | +17.2% | +13.8% |
| YTD | +109.9% | +14.1% | +95.8% | +78.7% |
| 1Y | +214.3% | +17.8% | +196.5% | +157.1% |
| 3Y | +281.6% | +64.5% | +217.1% | +101.1% |
| 5Y | +132.6% | +77.5% | +55.1% | +9.5% |
| 10Y | +396.7% | +206.1% | +190.5% | +4.3% |
| All | +279.0% | +484.2% | -205.2% | -70.9% |
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