+72.7%
VSXY vs VYM
+79.5%
-6.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.1% |
| 7D | -0.3% | -1.9% | +1.5% | +3.3% |
| 30D | -22.1% | -2.6% | -19.5% | -18.1% |
| 3M | -1.1% | +3.6% | -4.7% | -7.8% |
| 6M | +53.8% | +8.7% | +45.1% | +32.6% |
| YTD | +35.5% | +14.1% | +21.4% | +7.1% |
| 1Y | +186.0% | +17.8% | +168.2% | +113.6% |
| 3Y | +343.2% | +64.5% | +278.7% | +83.3% |
| 5Y | +19.0% | +77.5% | -58.5% | -54.2% |
| All | +72.7% | +79.5% | -6.8% | -35.8% |
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