+1,364.0%
VRSN vs VYM
+487.3%
+876.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +2.2% |
| 7D | -1.0% | -1.0% | -0.1% | -0.1% |
| 30D | -1.9% | -2.0% | +0.1% | +0.1% |
| 3M | +1.4% | +3.1% | -1.7% | -1.7% |
| 6M | +19.0% | +8.9% | +10.2% | +9.2% |
| YTD | +19.2% | +14.7% | +4.5% | +3.5% |
| 1Y | +1.7% | +19.4% | -17.7% | -15.2% |
| 3Y | +41.4% | +65.4% | -24.0% | -15.8% |
| 5Y | +31.7% | +77.6% | -45.9% | -26.7% |
| 10Y | +290.3% | +207.8% | +82.5% | +19.1% |
| All | +1,364.0% | +487.3% | +876.8% | +118.8% |
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