+565.3%
VIG vs VYM
+488.1%
+77.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.1% |
| 7D | -1.1% | -0.8% | -0.3% | -0.3% |
| 30D | -2.7% | -2.2% | -0.5% | -0.7% |
| 3M | +2.5% | +3.1% | -0.5% | -0.2% |
| 6M | +9.2% | +9.7% | -0.5% | +0.5% |
| YTD | +9.8% | +14.9% | -5.1% | -3.1% |
| 1Y | +12.4% | +17.6% | -5.2% | -2.9% |
| 3Y | +55.9% | +65.3% | -9.4% | -1.0% |
| 5Y | +63.9% | +78.7% | -14.8% | -2.7% |
| 10Y | +249.1% | +208.2% | +40.8% | +26.9% |
| All | +565.3% | +488.1% | +77.2% | +36.5% |
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