-11.1%
VRSK vs VYM
+77.5%
-88.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.2% |
| 7D | -5.2% | -0.8% | -4.4% | -4.7% |
| 30D | -2.3% | -2.2% | -0.1% | -0.9% |
| 3M | -2.9% | +3.1% | -6.0% | -4.8% |
| 6M | -12.8% | +9.7% | -22.5% | -18.0% |
| YTD | -20.8% | +14.9% | -35.7% | -28.0% |
| 1Y | -33.2% | +17.6% | -50.8% | -40.3% |
| 3Y | -26.6% | +65.3% | -91.9% | -50.1% |
| All | -11.1% | +77.5% | -88.6% | -42.0% |
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 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