+208.0%
VSXY vs VYM
+21.8%
+186.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +1.2% | +7.2% | +5.9% |
| 7D | +14.2% | +1.2% | +13.1% | +11.8% |
| 30D | +21.9% | +5.2% | +16.6% | +9.9% |
| 3M | +22.1% | +0.5% | +21.6% | +21.7% |
| 6M | +116.7% | +7.7% | +109.0% | +86.4% |
| YTD | +101.1% | +17.2% | +83.9% | +56.5% |
| 1Y | +208.0% | +21.7% | +186.4% | +121.1% |
| All | +208.0% | +21.8% | +186.3% | +121.1% |
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