+561.3%
EXEL vs VYM
+487.3%
+74.1%
-89.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.7% | +1.8% |
| 7D | -0.3% | -1.0% | +0.6% | +0.9% |
| 30D | +10.1% | -2.0% | +12.2% | +12.9% |
| 3M | +10.1% | +3.1% | +7.0% | +6.0% |
| 6M | +37.7% | +8.9% | +28.8% | +23.5% |
| YTD | +33.1% | +14.7% | +18.4% | +11.6% |
| 1Y | +52.4% | +19.4% | +33.0% | +21.4% |
| 3Y | +163.8% | +65.4% | +98.4% | +36.4% |
| 5Y | +198.5% | +77.6% | +121.0% | +37.1% |
| 10Y | +386.9% | +207.8% | +179.1% | -2.5% |
| All | +561.3% | +487.3% | +74.1% | -38.3% |
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