+78.0%
VSXY vs VYM
+80.7%
-2.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +1.8% |
| 7D | +0.1% | -0.8% | +0.9% | +1.7% |
| 30D | -18.7% | -2.2% | -16.4% | -15.1% |
| 3M | -4.0% | +3.1% | -7.0% | -9.6% |
| 6M | +67.5% | +9.7% | +57.8% | +41.8% |
| YTD | +39.7% | +14.9% | +24.8% | +9.0% |
| 1Y | +180.0% | +17.6% | +162.4% | +109.7% |
| 3Y | +337.3% | +65.3% | +272.0% | +79.3% |
| 5Y | +22.7% | +78.7% | -56.1% | -53.4% |
| All | +78.0% | +80.7% | -2.7% | -34.6% |
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