+1,084.3%
VRTX vs VYM
+490.3%
+594.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.7% | -2.8% |
| 7D | -3.4% | +0.1% | -3.6% | -3.5% |
| 30D | +6.6% | -1.3% | +7.9% | +7.9% |
| 3M | +19.4% | +4.1% | +15.3% | +15.3% |
| 6M | +15.8% | +9.8% | +6.0% | +6.4% |
| YTD | +16.7% | +15.3% | +1.3% | +2.6% |
| 1Y | +33.8% | +20.0% | +13.8% | +13.4% |
| 3Y | +54.2% | +66.2% | -12.1% | -3.6% |
| 5Y | +176.4% | +77.5% | +98.8% | +61.1% |
| 10Y | +443.5% | +201.7% | +241.8% | +86.1% |
| All | +1,084.3% | +490.3% | +594.0% | +125.9% |
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 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