+1.5%
VSAT vs VYM
+209.2%
-207.7%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.9% |
| 7D | -1.3% | -0.8% | -0.5% | -0.1% |
| 30D | -14.8% | -2.2% | -12.6% | -11.7% |
| 3M | +2.2% | +3.1% | -0.9% | -2.4% |
| 6M | +60.2% | +9.7% | +50.5% | +40.9% |
| YTD | +115.6% | +14.9% | +100.7% | +78.8% |
| 1Y | +132.9% | +17.6% | +115.3% | +89.0% |
| 3Y | +216.1% | +65.3% | +150.8% | +64.8% |
| 5Y | +52.9% | +78.7% | -25.8% | -26.4% |
| All | +1.5% | +209.2% | -207.7% | -77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling