+582.7%
XEL vs VYM
+484.2%
+98.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.7% |
| 7D | -1.2% | -1.9% | +0.6% | 0.0% |
| 30D | -2.9% | -2.6% | -0.3% | -1.3% |
| 3M | -2.7% | +3.6% | -6.3% | -4.9% |
| 6M | -6.5% | +8.7% | -15.2% | -11.4% |
| YTD | +3.6% | +14.1% | -10.5% | -4.8% |
| 1Y | +7.5% | +17.8% | -10.3% | -3.4% |
| 3Y | +46.3% | +64.5% | -18.2% | +5.6% |
| 5Y | +30.5% | +77.5% | -47.0% | -10.5% |
| 10Y | +151.4% | +206.1% | -54.7% | +20.3% |
| All | +582.7% | +484.2% | +98.6% | +128.5% |
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