Yates rode to a stop on the Coll de la Gallina after 97.3 intense kilometres, having held off Colombian and Spanish rivals and essentially winning one of cycling's three Grand Tours.
"I don't know, it's still sinking in," Yates said of it all in the red leader's jersey.
The Englishman from Bury went from a 1-38-minute lead over Alejandro Valverde (Movistar) to 1-46 over Enric Mas (Quick-Step Floors) with an attack at 17 kilometres out.
He will ride the final flat stage in Madrid tomorrow where he should be crowned on the same podium where Chris Froome won in 2017.
Of note, he completes a triple for British riders with Froome winning the Giro d'Italia and Geraint Thomas the Tour de France. Never has all three Grand Tours been won by different riders of the same nationality.
"I'm cautious to think about Madrid," he added. "We know what happened in the Giro. I'll try to enjoy it and have some nice wine."
It all fell apart for Yates in the Giro d'Italia this May. He led for 13 days and cracked only with two days to go. Froome, instead, rode to Rome and celebrated in the pink jersey. Yates even plans to return to the Giro d'Italia in 2019 because of "unfinished business" in 2018.
In the Vuelta three months later, Mitchelton-Scott held back Yates several times from attacking. He said he was much fresher in the second rest day compared to the Giro d'Italia.
"Throughout the race, I really stayed calm. I controlled my effort when I needed too and it made a really big difference in the final. Relieved? Extremely. I think it's still sinking in, just an incredible day really."
Nerves began to get Yates the closer he came to the final test. It was perhaps the worst with six categorised climbs jammed in a short 97.3 kilometres to the Gallina summit finish.
"This morning was the first day I was really nervous," he added. "We knew it'd be a crazy day. You don't know what will happen, how the legs will respond, but thankfully the legs were good and the team was unbelievable."
The 26-year-old amazing is the oldest of the top three with Enric Mas (Quick-Step Floors) 23 and Miguel Angel López (Astana) 24.
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