+360.8%
VT vs VYM
+536.0%
-175.2%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +0.3% |
| 7D | +0.4% | -0.7% | +1.1% | +1.1% |
| 30D | -2.6% | +2.5% | -5.1% | -5.0% |
| 3M | -3.2% | -1.2% | -2.0% | -2.0% |
| 6M | +0.9% | +5.9% | -5.0% | -4.7% |
| YTD | +11.3% | +15.4% | -4.1% | -3.6% |
| 1Y | +14.0% | +18.8% | -4.8% | -4.2% |
| 3Y | +75.8% | +73.8% | +2.0% | +0.4% |
| 5Y | +57.8% | +70.5% | -12.6% | -7.9% |
| 10Y | +219.8% | +203.2% | +16.6% | +1.3% |
| All | +360.8% | +536.0% | -175.2% | -33.4% |
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