+73.1%
VSH vs VYM
+77.5%
-4.4%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.5% | +4.9% |
| 7D | +4.8% | -0.8% | +5.6% | +6.3% |
| 30D | -0.7% | -2.2% | +1.5% | +3.4% |
| 3M | -43.1% | +3.1% | -46.1% | -46.0% |
| 6M | +91.8% | +9.7% | +82.1% | +65.4% |
| YTD | +131.6% | +14.9% | +116.7% | +85.5% |
| 1Y | +118.1% | +17.6% | +100.5% | +69.4% |
| 3Y | +40.9% | +65.3% | -24.4% | -29.7% |
| All | +73.1% | +77.5% | -4.4% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling