+1,079.0%
VST vs VYM
+211.6%
+867.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +0.7% |
| 7D | +10.9% | -0.2% | +11.1% | +11.3% |
| 30D | -15.6% | +3.6% | -19.2% | -19.0% |
| 3M | -7.8% | -0.1% | -7.6% | -7.7% |
| 6M | -12.0% | +7.1% | -19.1% | -18.5% |
| YTD | -16.9% | +17.0% | -33.9% | -30.0% |
| 1Y | -25.1% | +19.0% | -44.0% | -38.0% |
| 3Y | +297.1% | +74.4% | +222.6% | +128.8% |
| 5Y | +641.9% | +72.7% | +569.2% | +331.5% |
| 10Y | +1,142.3% | +206.6% | +935.7% | +347.1% |
| All | +1,079.0% | +211.6% | +867.4% | +327.9% |
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