+141.4%
XLC vs VYM
+150.1%
-8.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.1% |
| 7D | +0.6% | +0.1% | +0.4% | +0.5% |
| 30D | +0.2% | -1.3% | +1.5% | +1.4% |
| 3M | +0.6% | +4.1% | -3.4% | -2.9% |
| 6M | -4.5% | +9.8% | -14.3% | -12.3% |
| YTD | -4.7% | +15.3% | -20.0% | -16.3% |
| 1Y | -1.7% | +20.0% | -21.7% | -16.8% |
| 3Y | +72.3% | +66.2% | +6.0% | +8.2% |
| 5Y | +37.8% | +77.5% | -39.8% | -17.6% |
| All | +141.4% | +150.1% | -8.7% | +5.2% |
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