+426.7%
VRTX vs VYM
+209.2%
+217.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.4% |
| 7D | -5.6% | -0.8% | -4.8% | -5.0% |
| 30D | -2.0% | -2.2% | +0.3% | -0.2% |
| 3M | +15.8% | +3.1% | +12.8% | +13.1% |
| 6M | +4.7% | +9.7% | -5.0% | -2.7% |
| YTD | +13.7% | +14.9% | -1.2% | +1.8% |
| 1Y | +29.7% | +17.6% | +12.1% | +14.1% |
| 3Y | +48.4% | +65.3% | -16.9% | -1.2% |
| 5Y | +173.3% | +78.7% | +94.6% | +69.5% |
| All | +426.7% | +209.2% | +217.6% | +64.9% |
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