+169.7%
EXE vs VYM
+99.6%
+70.1%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.8% |
| 7D | -3.1% | -0.8% | -2.3% | -2.4% |
| 30D | -0.9% | -2.2% | +1.3% | +1.4% |
| 3M | +9.6% | +3.1% | +6.5% | +5.9% |
| 6M | -11.6% | +9.7% | -21.3% | -20.3% |
| YTD | -12.6% | +14.9% | -27.5% | -25.3% |
| 1Y | +1.2% | +17.6% | -16.4% | -15.7% |
| 3Y | +18.0% | +65.3% | -47.3% | -35.4% |
| 5Y | +101.1% | +78.7% | +22.4% | +0.5% |
| All | +169.7% | +99.6% | +70.1% | +25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling