+916.4%
VRT vs VYM
+75.8%
+840.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -4.6% |
| 7D | -7.7% | -1.9% | -5.8% | -4.2% |
| 30D | -12.0% | -2.6% | -9.4% | -7.3% |
| 3M | -11.7% | +3.6% | -15.2% | -17.3% |
| 6M | -8.1% | +8.7% | -16.8% | -20.9% |
| YTD | +53.2% | +14.1% | +39.1% | +21.0% |
| 1Y | +81.7% | +17.8% | +63.8% | +35.4% |
| 3Y | +535.3% | +64.5% | +470.8% | +163.4% |
| 5Y | +916.4% | +77.5% | +838.8% | +298.5% |
| All | +916.4% | +75.8% | +840.6% | +298.5% |
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