+337.3%
VSXY vs VYM
+65.1%
+272.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -15.0% |
| 3M | -4.0% | +3.1% | -7.0% | -9.8% |
| 6M | +67.5% | +9.7% | +57.8% | +41.4% |
| YTD | +39.7% | +14.9% | +24.8% | +8.9% |
| 1Y | +180.0% | +17.6% | +162.4% | +109.3% |
| 3Y | +337.3% | +65.3% | +272.0% | +73.1% |
| All | +337.3% | +65.1% | +272.2% | +73.1% |
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 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