+2,486.9%
VRT vs VYM
+143.4%
+2,343.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +2.8% |
| 7D | -8.4% | -0.8% | -7.6% | -7.4% |
| 30D | -10.9% | -2.2% | -8.6% | -8.3% |
| 3M | -13.7% | +3.1% | -16.8% | -16.5% |
| 6M | -4.1% | +9.7% | -13.8% | -13.3% |
| YTD | +58.7% | +14.9% | +43.8% | +36.7% |
| 1Y | +89.6% | +17.6% | +72.1% | +59.6% |
| 3Y | +558.1% | +65.3% | +492.8% | +297.7% |
| 5Y | +953.0% | +78.7% | +874.2% | +518.9% |
| All | +2,486.9% | +143.4% | +2,343.5% | +1,100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling