+411.1%
VTR vs VYM
+484.2%
-73.1%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.9% |
| 7D | -1.8% | -1.9% | 0.0% | +0.6% |
| 30D | +4.0% | -2.6% | +6.6% | +7.6% |
| 3M | +7.8% | +3.6% | +4.3% | +2.9% |
| 6M | +6.4% | +8.7% | -2.3% | -5.1% |
| YTD | +18.3% | +14.1% | +4.2% | -1.1% |
| 1Y | +33.9% | +17.8% | +16.1% | +6.8% |
| 3Y | +134.3% | +64.5% | +69.8% | +17.1% |
| 5Y | +90.3% | +77.5% | +12.7% | -15.1% |
| 10Y | +100.1% | +206.1% | -106.0% | -56.9% |
| All | +411.1% | +484.2% | -73.1% | -61.0% |
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