+359.1%
VST vs VYM
+66.8%
+292.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.1% | +2.3% |
| 7D | +9.9% | +0.1% | +9.7% | +9.6% |
| 30D | +7.9% | -1.3% | +9.2% | +10.2% |
| 3M | +3.4% | +4.1% | -0.6% | -3.5% |
| 6M | -4.1% | +9.8% | -13.9% | -18.3% |
| YTD | -5.7% | +15.3% | -21.0% | -26.0% |
| 1Y | -18.9% | +20.0% | -38.9% | -40.6% |
| 3Y | +359.1% | +66.2% | +292.8% | +124.2% |
| All | +359.1% | +66.8% | +292.2% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling