+19.1%
EXC vs VYM
+65.1%
-46.0%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | -1.1% | -0.8% | -0.3% | -0.8% |
| 30D | -3.6% | -2.2% | -1.4% | -2.8% |
| 3M | -4.3% | +3.1% | -7.3% | -5.4% |
| 6M | -9.9% | +9.7% | -19.7% | -13.3% |
| YTD | +1.8% | +14.9% | -13.1% | -4.2% |
| 1Y | +2.9% | +17.6% | -14.7% | -4.3% |
| 3Y | +19.1% | +65.3% | -46.2% | -16.1% |
| All | +19.1% | +65.1% | -46.0% | -16.1% |
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