+194.4%
VSXY vs VYM
+21.4%
+172.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +3.5% |
| 7D | -14.0% | 0.0% | -14.0% | -14.1% |
| 30D | -15.9% | -0.5% | -15.4% | -14.9% |
| 3M | +3.4% | +3.0% | +0.4% | -4.3% |
| 6M | +25.9% | +8.2% | +17.7% | +6.2% |
| YTD | +39.5% | +15.8% | +23.7% | +5.3% |
| 1Y | +194.4% | +20.8% | +173.5% | +94.1% |
| All | +194.4% | +21.4% | +172.9% | +94.1% |
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 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