+76.3%
VYM vs VO
+41.0%
+35.3%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -1.9% | -2.5% | +0.6% | -0.1% |
| 30D | -2.6% | -3.2% | +0.6% | -0.3% |
| 3M | +3.6% | +3.9% | -0.3% | +0.8% |
| 6M | +8.7% | +9.6% | -1.0% | +1.7% |
| YTD | +14.1% | +11.6% | +2.5% | +5.5% |
| 1Y | +17.8% | +12.6% | +5.2% | +8.2% |
| 3Y | +64.5% | +55.4% | +9.1% | +21.3% |
| All | +76.3% | +41.0% | +35.3% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling