+248.9%
VMC vs VYM
+487.3%
-238.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.7% | -2.7% |
| 7D | -5.3% | -1.0% | -4.3% | -4.2% |
| 30D | -12.3% | -2.0% | -10.2% | -10.1% |
| 3M | -10.3% | +3.1% | -13.3% | -13.2% |
| 6M | -8.6% | +8.9% | -17.4% | -17.0% |
| YTD | -11.9% | +14.7% | -26.6% | -24.6% |
| 1Y | -13.9% | +19.4% | -33.3% | -29.7% |
| 3Y | +18.2% | +65.4% | -47.2% | -34.5% |
| 5Y | +47.7% | +77.6% | -29.8% | -24.1% |
| 10Y | +152.5% | +207.8% | -55.3% | -34.4% |
| All | +248.9% | +487.3% | -238.3% | -53.1% |
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