+70.0%
XLE vs VYM
+74.7%
-4.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | +5.4% | +3.7% | +1.7% | +2.1% |
| 30D | -3.9% | +3.7% | -7.6% | -7.2% |
| 3M | +7.0% | -0.7% | +7.7% | +7.6% |
| 6M | +14.2% | +7.2% | +7.0% | +6.5% |
| YTD | +48.2% | +16.9% | +31.2% | +25.7% |
| 1Y | +47.7% | +19.6% | +28.1% | +22.2% |
| 3Y | +70.0% | +74.6% | -4.6% | -6.5% |
| All | +70.0% | +74.7% | -4.7% | -6.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling