+174.8%
EXE vs VYM
+99.3%
+75.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.1% |
| 7D | -2.7% | -1.0% | -1.7% | -1.7% |
| 30D | -0.4% | -2.0% | +1.7% | +1.7% |
| 3M | +9.5% | +3.1% | +6.4% | +5.9% |
| 6M | -9.3% | +8.9% | -18.2% | -17.5% |
| YTD | -10.9% | +14.7% | -25.6% | -23.7% |
| 1Y | +4.3% | +19.4% | -15.1% | -14.5% |
| 3Y | +18.8% | +65.4% | -46.6% | -35.1% |
| 5Y | +101.4% | +77.6% | +23.9% | +1.4% |
| All | +174.8% | +99.3% | +75.5% | +27.7% |
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