+18.0%
EXE vs VYM
+65.1%
-47.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.6% |
| 7D | -3.1% | -0.8% | -2.3% | -2.6% |
| 30D | -0.9% | -2.2% | +1.3% | +0.7% |
| 3M | +9.6% | +3.1% | +6.5% | +7.0% |
| 6M | -11.6% | +9.7% | -21.3% | -17.8% |
| YTD | -12.6% | +14.9% | -27.5% | -22.0% |
| 1Y | +1.2% | +17.6% | -16.4% | -11.4% |
| 3Y | +18.0% | +65.3% | -47.3% | -24.9% |
| All | +18.0% | +65.1% | -47.0% | -24.9% |
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