+352.6%
EXEL vs VYM
+209.2%
+143.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.9% |
| 7D | -4.9% | -0.8% | -4.1% | -4.2% |
| 30D | +11.4% | -2.2% | +13.6% | +13.6% |
| 3M | +4.9% | +3.1% | +1.8% | +2.2% |
| 6M | +34.4% | +9.7% | +24.7% | +23.9% |
| YTD | +28.0% | +14.9% | +13.1% | +13.3% |
| 1Y | +43.6% | +17.6% | +26.1% | +24.5% |
| 3Y | +155.2% | +65.3% | +89.9% | +62.8% |
| 5Y | +181.2% | +78.7% | +102.4% | +65.5% |
| All | +352.6% | +209.2% | +143.4% | +50.7% |
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 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