+92.0%
EXEL vs VYM
+21.8%
+70.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.6% | -0.2% |
| 7D | +9.8% | +1.2% | +8.6% | +8.8% |
| 30D | +23.6% | +5.2% | +18.4% | +19.2% |
| 3M | +29.9% | +0.5% | +29.4% | +29.4% |
| 6M | +64.7% | +7.7% | +57.0% | +55.8% |
| YTD | +66.0% | +17.2% | +48.8% | +47.2% |
| 1Y | +92.0% | +21.7% | +70.3% | +61.4% |
| All | +92.0% | +21.8% | +70.2% | +61.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling