+222.3%
VT vs VYM
+201.8%
+20.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | -0.2% | -1.3% | +1.0% | +1.0% |
| 3M | +4.5% | +4.1% | +0.5% | +0.7% |
| 6M | +14.1% | +9.8% | +4.3% | +4.5% |
| YTD | +14.8% | +15.3% | -0.6% | +0.4% |
| 1Y | +21.2% | +20.0% | +1.2% | +2.1% |
| 3Y | +76.6% | +66.2% | +10.3% | +9.4% |
| 5Y | +66.6% | +77.5% | -10.9% | -2.5% |
| 10Y | +222.3% | +201.7% | +20.5% | +13.2% |
| All | +222.3% | +201.8% | +20.5% | +13.2% |
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 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