+369.3%
XLB vs VYM
+490.3%
-120.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.5% |
| 7D | -0.2% | +0.1% | -0.4% | -0.4% |
| 30D | -1.7% | -1.3% | -0.5% | -0.3% |
| 3M | +4.4% | +4.1% | +0.3% | 0.0% |
| 6M | +5.0% | +9.8% | -4.8% | -5.1% |
| YTD | +15.5% | +15.3% | +0.2% | -1.0% |
| 1Y | +14.9% | +20.0% | -5.1% | -5.7% |
| 3Y | +34.5% | +66.2% | -31.7% | -22.6% |
| 5Y | +36.5% | +77.5% | -41.0% | -26.3% |
| 10Y | +159.6% | +201.7% | -42.1% | -20.8% |
| All | +369.3% | +490.3% | -120.9% | -27.1% |
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