+187.0%
VNQ vs VYM
+488.1%
-301.1%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | -0.1% |
| 7D | -1.3% | -0.8% | -0.5% | -0.2% |
| 30D | -2.6% | -2.2% | -0.3% | +0.3% |
| 3M | -2.0% | +3.1% | -5.1% | -5.8% |
| 6M | +4.3% | +9.7% | -5.4% | -7.6% |
| YTD | +9.2% | +14.9% | -5.7% | -9.0% |
| 1Y | +5.6% | +17.6% | -12.0% | -14.7% |
| 3Y | +30.8% | +65.3% | -34.5% | -32.8% |
| 5Y | +8.0% | +78.7% | -70.7% | -50.3% |
| 10Y | +63.7% | +208.2% | -144.5% | -66.8% |
| All | +187.0% | +488.1% | -301.1% | -78.9% |
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