+123.8%
EXC vs VYM
+490.3%
-366.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.1% |
| 7D | +1.2% | +0.1% | +1.1% | +1.1% |
| 30D | -2.7% | -1.3% | -1.4% | -1.7% |
| 3M | -1.0% | +4.1% | -5.0% | -4.3% |
| 6M | -9.3% | +9.8% | -19.1% | -16.4% |
| YTD | +3.6% | +15.3% | -11.7% | -8.6% |
| 1Y | +5.9% | +20.0% | -14.1% | -9.9% |
| 3Y | +21.3% | +66.2% | -45.0% | -23.5% |
| 5Y | +46.2% | +77.5% | -31.4% | -13.5% |
| 10Y | +151.5% | +201.7% | -50.2% | -5.8% |
| All | +123.8% | +490.3% | -366.4% | -50.1% |
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 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