+573.1%
VRT vs VYM
+64.8%
+508.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.1% | -8.6% |
| 7D | +2.4% | -1.0% | +3.4% | +4.5% |
| 30D | -2.7% | -2.0% | -0.6% | +1.4% |
| 3M | -9.2% | +3.1% | -12.2% | -14.2% |
| 6M | -0.5% | +8.9% | -9.4% | -15.1% |
| YTD | +62.3% | +14.7% | +47.6% | +26.5% |
| 1Y | +109.6% | +19.4% | +90.2% | +52.0% |
| All | +573.1% | +64.8% | +508.2% | +218.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling