+1,208.7%
VST vs VYM
+206.0%
+1,002.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.2% |
| 7D | -0.6% | -0.8% | +0.2% | +0.3% |
| 30D | +1.2% | -2.2% | +3.4% | +3.7% |
| 3M | +1.5% | +3.1% | -1.6% | -2.0% |
| 6M | -6.5% | +9.7% | -16.2% | -15.6% |
| YTD | -7.8% | +14.9% | -22.7% | -20.6% |
| 1Y | -26.9% | +17.6% | -44.5% | -38.7% |
| 3Y | +353.9% | +65.3% | +288.6% | +176.4% |
| 5Y | +782.7% | +78.7% | +704.0% | +398.0% |
| All | +1,208.7% | +206.0% | +1,002.7% | +385.1% |
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