+47.8%
VMC vs VYM
+77.5%
-29.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.1% |
| 7D | -3.8% | -0.8% | -3.0% | -2.9% |
| 30D | -9.7% | -2.2% | -7.4% | -7.3% |
| 3M | -9.6% | +3.1% | -12.7% | -12.5% |
| 6M | -4.8% | +9.7% | -14.6% | -13.9% |
| YTD | -10.9% | +14.9% | -25.8% | -23.3% |
| 1Y | -15.6% | +17.6% | -33.2% | -29.1% |
| 3Y | +19.3% | +65.3% | -46.0% | -32.4% |
| All | +47.8% | +77.5% | -29.7% | -22.4% |
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