+2,826.7%
VRT vs VYM
+144.3%
+2,682.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.1% | +4.2% |
| 7D | +13.6% | +0.1% | +13.5% | +13.4% |
| 30D | +6.8% | -1.3% | +8.0% | +8.4% |
| 3M | -3.2% | +4.1% | -7.3% | -7.5% |
| 6M | +20.3% | +9.8% | +10.5% | +8.6% |
| YTD | +79.6% | +15.3% | +64.3% | +53.8% |
| 1Y | +139.0% | +20.0% | +119.0% | +96.3% |
| 3Y | +644.6% | +66.2% | +578.4% | +346.5% |
| 5Y | +1,024.4% | +77.5% | +946.8% | +562.2% |
| All | +2,826.7% | +144.3% | +2,682.4% | +1,251.0% |
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 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