+924.9%
VLO vs VYM
+209.2%
+715.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.3% |
| 7D | +5.3% | -0.8% | +6.1% | +6.5% |
| 30D | +18.2% | -2.2% | +20.5% | +22.1% |
| 3M | +53.3% | +3.1% | +50.3% | +46.5% |
| 6M | +70.4% | +9.7% | +60.7% | +47.2% |
| YTD | +143.4% | +14.9% | +128.5% | +96.2% |
| 1Y | +153.0% | +17.6% | +135.4% | +96.8% |
| 3Y | +195.0% | +65.3% | +129.7% | +38.2% |
| 5Y | +618.8% | +78.7% | +540.0% | +197.1% |
| All | +924.9% | +209.2% | +715.7% | +107.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling