+145.7%
VMC vs VYM
+209.2%
-63.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.2% |
| 7D | -3.8% | -0.8% | -3.0% | -3.0% |
| 30D | -9.7% | -2.2% | -7.4% | -7.5% |
| 3M | -9.6% | +3.1% | -12.7% | -12.3% |
| 6M | -4.8% | +9.7% | -14.6% | -13.2% |
| YTD | -10.9% | +14.9% | -25.8% | -22.4% |
| 1Y | -15.6% | +17.6% | -33.2% | -28.2% |
| 3Y | +19.3% | +65.3% | -46.0% | -28.5% |
| 5Y | +48.0% | +78.7% | -30.7% | -17.1% |
| All | +145.7% | +209.2% | -63.4% | -24.5% |
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