+159.8%
XLB vs VYM
+209.2%
-49.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.4% |
| 7D | -2.8% | -0.8% | -2.0% | -2.0% |
| 30D | -3.1% | -2.2% | -0.9% | -0.6% |
| 3M | -0.2% | +3.1% | -3.2% | -3.4% |
| 6M | +3.1% | +9.7% | -6.7% | -6.8% |
| YTD | +13.3% | +14.9% | -1.6% | -2.6% |
| 1Y | +12.0% | +17.6% | -5.5% | -6.0% |
| 3Y | +31.4% | +65.3% | -33.9% | -24.2% |
| 5Y | +33.9% | +78.7% | -44.8% | -28.4% |
| All | +159.8% | +209.2% | -49.3% | -21.0% |
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 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