+143.7%
XLC vs VYM
+149.2%
-5.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.4% |
| 7D | +0.5% | -0.8% | +1.3% | +1.2% |
| 30D | +2.1% | -2.2% | +4.4% | +4.2% |
| 3M | +0.7% | +3.1% | -2.4% | -2.0% |
| 6M | -3.2% | +9.7% | -12.9% | -11.0% |
| YTD | -3.8% | +14.9% | -18.7% | -15.3% |
| 1Y | -2.0% | +17.6% | -19.6% | -15.5% |
| 3Y | +71.4% | +65.3% | +6.0% | +8.2% |
| 5Y | +40.7% | +78.7% | -38.0% | -16.3% |
| All | +143.7% | +149.2% | -5.5% | +6.6% |
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