+177.8%
XLE vs VYM
+209.2%
-31.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | -0.5% |
| 7D | +1.7% | -0.8% | +2.5% | +2.7% |
| 30D | +6.7% | -2.2% | +9.0% | +9.8% |
| 3M | +14.9% | +3.1% | +11.8% | +10.2% |
| 6M | +15.9% | +9.7% | +6.2% | +1.9% |
| YTD | +47.7% | +14.9% | +32.8% | +22.1% |
| 1Y | +50.7% | +17.6% | +33.2% | +20.7% |
| 3Y | +57.9% | +65.3% | -7.4% | -20.1% |
| 5Y | +227.0% | +78.7% | +148.3% | +48.7% |
| All | +177.8% | +209.2% | -31.3% | -32.2% |
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 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