-34.9%
VST vs VYM
+21.8%
-56.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +1.2% | -15.0% | -15.1% |
| 7D | -15.7% | +1.2% | -16.9% | -16.9% |
| 30D | -17.0% | +5.2% | -22.2% | -22.3% |
| 3M | -15.9% | +0.5% | -16.4% | -16.5% |
| 6M | -25.0% | +7.7% | -32.7% | -32.2% |
| YTD | -25.1% | +17.2% | -42.3% | -40.0% |
| 1Y | -34.9% | +21.7% | -56.5% | -49.4% |
| All | -34.9% | +21.8% | -56.6% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling