+43.0%
EXC vs VYM
+77.5%
-34.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.9% |
| 7D | -1.1% | -0.8% | -0.3% | -0.6% |
| 30D | -3.6% | -2.2% | -1.4% | -2.3% |
| 3M | -4.3% | +3.1% | -7.3% | -6.0% |
| 6M | -9.9% | +9.7% | -19.7% | -15.1% |
| YTD | +1.8% | +14.9% | -13.1% | -7.0% |
| 1Y | +2.9% | +17.6% | -14.7% | -7.5% |
| 3Y | +19.1% | +65.3% | -46.2% | -18.3% |
| All | +43.0% | +77.5% | -34.5% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling