+155.2%
EXEL vs VYM
+65.1%
+90.1%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.8% |
| 7D | -4.9% | -0.8% | -4.1% | -4.4% |
| 30D | +11.4% | -2.2% | +13.6% | +13.2% |
| 3M | +4.9% | +3.1% | +1.8% | +2.7% |
| 6M | +34.4% | +9.7% | +24.7% | +25.7% |
| YTD | +28.0% | +14.9% | +13.1% | +15.8% |
| 1Y | +43.6% | +17.6% | +26.1% | +27.8% |
| 3Y | +155.2% | +65.3% | +89.9% | +76.0% |
| All | +155.2% | +65.1% | +90.1% | +76.0% |
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