+1,179.1%
VST vs VYM
+206.0%
+973.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | +19.2% | +3.3% | +15.8% | +15.0% |
| 30D | -17.2% | +3.8% | -20.9% | -20.6% |
| 3M | -8.1% | -0.4% | -7.8% | -7.9% |
| 6M | -8.1% | +7.1% | -15.3% | -14.9% |
| YTD | -16.3% | +17.1% | -33.3% | -29.5% |
| 1Y | -24.1% | +18.4% | -42.5% | -36.9% |
| 3Y | +300.2% | +74.5% | +225.7% | +130.2% |
| 5Y | +645.9% | +72.5% | +573.4% | +333.6% |
| All | +1,179.1% | +206.0% | +973.1% | +357.7% |
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