+192.7%
VSH vs VYM
+209.2%
-16.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.5% | +5.1% |
| 7D | +4.8% | -0.8% | +5.6% | +6.1% |
| 30D | -0.7% | -2.2% | +1.5% | +2.8% |
| 3M | -43.1% | +3.1% | -46.1% | -45.6% |
| 6M | +91.8% | +9.7% | +82.1% | +68.7% |
| YTD | +131.6% | +14.9% | +116.7% | +90.9% |
| 1Y | +118.1% | +17.6% | +100.5% | +75.0% |
| 3Y | +40.9% | +65.3% | -24.4% | -27.0% |
| 5Y | +75.8% | +78.7% | -3.0% | -17.8% |
| All | +192.7% | +209.2% | -16.4% | -31.8% |
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 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