+280.9%
VSH vs VYM
+487.3%
-206.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.4% |
| 7D | +3.5% | -1.0% | +4.5% | +5.0% |
| 30D | -4.4% | -2.0% | -2.3% | -1.5% |
| 3M | -45.8% | +3.1% | -48.9% | -48.1% |
| 6M | +90.1% | +8.9% | +81.3% | +69.9% |
| YTD | +120.3% | +14.7% | +105.6% | +83.2% |
| 1Y | +112.2% | +19.4% | +92.8% | +67.8% |
| 3Y | +36.6% | +65.4% | -28.8% | -28.9% |
| 5Y | +67.0% | +77.6% | -10.5% | -20.9% |
| 10Y | +179.5% | +207.8% | -28.3% | -36.0% |
| All | +280.9% | +487.3% | -206.4% | -65.9% |
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