+183.8%
VXUS vs VYM
+509.7%
-325.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.9% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | +2.2% | -0.5% | +2.7% | +2.7% |
| 3M | +3.0% | +3.0% | -0.1% | +0.1% |
| 6M | +10.7% | +8.2% | +2.4% | +2.8% |
| YTD | +17.8% | +15.8% | +2.0% | +2.7% |
| 1Y | +27.6% | +20.8% | +6.7% | +6.8% |
| 3Y | +73.3% | +65.3% | +8.0% | +7.0% |
| 5Y | +54.3% | +76.6% | -22.3% | -11.1% |
| 10Y | +149.8% | +203.9% | -54.1% | -21.8% |
| All | +183.8% | +509.7% | -325.9% | -65.6% |
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