+225.7%
VIK vs VYM
+49.1%
+176.7%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | 0.0% |
| 7D | -0.9% | -0.8% | -0.1% | +0.5% |
| 30D | -18.4% | -2.2% | -16.2% | -14.9% |
| 3M | -8.8% | +3.1% | -11.8% | -13.7% |
| 6M | +17.1% | +9.7% | +7.4% | -0.3% |
| YTD | +19.0% | +14.9% | +4.2% | -6.1% |
| 1Y | +30.1% | +17.6% | +12.6% | -1.2% |
| All | +225.7% | +49.1% | +176.7% | +74.1% |
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