+162.4%
VSAT vs VYM
+484.2%
-321.8%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +3.2% |
| 7D | +3.4% | -1.9% | +5.3% | +5.9% |
| 30D | -12.2% | -2.6% | -9.6% | -9.2% |
| 3M | +20.6% | +3.6% | +17.0% | +15.7% |
| 6M | +60.2% | +8.7% | +51.5% | +46.0% |
| YTD | +115.3% | +14.1% | +101.1% | +86.3% |
| 1Y | +154.6% | +17.8% | +136.7% | +114.4% |
| 3Y | +211.2% | +64.5% | +146.6% | +82.4% |
| 5Y | +52.7% | +77.5% | -24.9% | -15.9% |
| 10Y | +2.9% | +206.1% | -203.3% | -68.0% |
| All | +162.4% | +484.2% | -321.8% | -57.8% |
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