+235.6%
XHB vs VYM
+487.3%
-251.6%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.8% |
| 7D | -1.9% | -1.0% | -0.9% | -0.6% |
| 30D | -8.3% | -2.0% | -6.3% | -5.7% |
| 3M | -7.1% | +3.1% | -10.2% | -10.6% |
| 6M | -5.3% | +8.9% | -14.1% | -14.9% |
| YTD | -3.2% | +14.7% | -17.9% | -18.8% |
| 1Y | -13.9% | +19.4% | -33.3% | -31.4% |
| 3Y | +24.9% | +65.4% | -40.5% | -34.8% |
| 5Y | +34.5% | +77.6% | -43.0% | -35.2% |
| 10Y | +215.5% | +207.8% | +7.7% | -28.3% |
| All | +235.6% | +487.3% | -251.6% | -60.8% |
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