+820.6%
VOO vs VYM
+591.6%
+229.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.2% |
| 7D | -0.8% | -0.8% | 0.0% | +0.1% |
| 30D | -1.1% | -2.2% | +1.2% | +1.3% |
| 3M | +3.9% | +3.1% | +0.8% | +0.7% |
| 6M | +13.6% | +9.7% | +3.9% | +3.3% |
| YTD | +12.7% | +14.9% | -2.2% | -2.4% |
| 1Y | +17.6% | +17.6% | 0.0% | -0.6% |
| 3Y | +77.3% | +65.3% | +12.0% | +5.2% |
| 5Y | +84.1% | +78.7% | +5.4% | +1.3% |
| 10Y | +323.5% | +208.2% | +115.3% | +29.5% |
| All | +820.6% | +591.6% | +229.0% | +11.0% |
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