+1,334.4%
VLO vs VYM
+490.3%
+844.2%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.9% |
| 7D | +5.8% | +0.1% | +5.6% | +5.6% |
| 30D | +28.3% | -1.3% | +29.6% | +30.7% |
| 3M | +48.7% | +4.1% | +44.7% | +40.3% |
| 6M | +71.9% | +9.8% | +62.1% | +48.9% |
| YTD | +138.7% | +15.3% | +123.3% | +92.9% |
| 1Y | +148.5% | +20.0% | +128.4% | +89.4% |
| 3Y | +192.7% | +66.2% | +126.4% | +41.3% |
| 5Y | +601.6% | +77.5% | +524.1% | +208.7% |
| 10Y | +900.2% | +201.7% | +698.5% | +130.1% |
| All | +1,334.4% | +490.3% | +844.2% | +44.3% |
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