+179.2%
XLE vs VYM
+205.6%
-26.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +5.4% | +3.7% | +1.7% | +0.7% |
| 30D | -3.9% | +3.7% | -7.6% | -8.5% |
| 3M | +7.0% | -0.7% | +7.7% | +7.6% |
| 6M | +14.2% | +7.2% | +7.0% | +3.6% |
| YTD | +48.2% | +16.9% | +31.2% | +19.4% |
| 1Y | +47.7% | +19.6% | +28.1% | +15.4% |
| 3Y | +70.0% | +74.6% | -4.6% | -20.2% |
| 5Y | +169.1% | +72.3% | +96.8% | +28.6% |
| All | +179.2% | +205.6% | -26.5% | -29.5% |
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