+191.2%
VLO vs VYM
+64.0%
+127.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | +4.0% | -1.9% | +5.8% | +6.0% |
| 30D | +19.0% | -2.6% | +21.6% | +22.3% |
| 3M | +50.0% | +3.6% | +46.4% | +44.1% |
| 6M | +79.1% | +8.7% | +70.5% | +61.9% |
| YTD | +140.3% | +14.1% | +126.1% | +104.3% |
| 1Y | +148.3% | +17.8% | +130.5% | +102.4% |
| All | +191.2% | +64.0% | +127.2% | +62.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling