-0.6%
VTRS vs VYM
+488.1%
-488.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.1% |
| 7D | -2.2% | -0.8% | -1.4% | -1.4% |
| 30D | +3.3% | -2.2% | +5.6% | +5.7% |
| 3M | +2.0% | +3.1% | -1.1% | -1.0% |
| 6M | +19.9% | +9.7% | +10.2% | +9.6% |
| YTD | +35.7% | +14.9% | +20.8% | +18.6% |
| 1Y | +68.1% | +17.6% | +50.5% | +43.7% |
| 3Y | +87.1% | +65.3% | +21.8% | +15.3% |
| 5Y | +47.6% | +78.7% | -31.1% | -14.8% |
| 10Y | -48.2% | +208.2% | -256.4% | -82.0% |
| All | -0.6% | +488.1% | -488.7% | -81.1% |
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