+303.7%
VZ vs VYM
+498.6%
-194.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +1.5% | +3.7% | -2.2% | -1.0% |
| 30D | +4.4% | +3.7% | +0.7% | +1.7% |
| 3M | -2.4% | -0.7% | -1.7% | -2.0% |
| 6M | +1.4% | +7.2% | -5.8% | -3.5% |
| YTD | +21.4% | +16.9% | +4.4% | +8.5% |
| 1Y | +20.3% | +19.6% | +0.7% | +5.8% |
| 3Y | +57.4% | +74.6% | -17.2% | +4.9% |
| 5Y | +21.9% | +72.3% | -50.4% | -18.6% |
| 10Y | +70.7% | +206.5% | -135.8% | -27.9% |
| All | +303.7% | +498.6% | -194.9% | +1.4% |
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