+311.8%
XLE vs VYM
+490.3%
-178.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.6% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | +12.6% | -1.3% | +13.9% | +14.4% |
| 3M | +11.8% | +4.1% | +7.8% | +6.1% |
| 6M | +16.1% | +9.8% | +6.3% | +2.5% |
| YTD | +46.9% | +15.3% | +31.5% | +21.9% |
| 1Y | +53.3% | +20.0% | +33.2% | +20.8% |
| 3Y | +54.9% | +66.2% | -11.3% | -19.0% |
| 5Y | +225.7% | +77.5% | +148.2% | +57.5% |
| 10Y | +170.7% | +201.7% | -31.1% | -27.6% |
| All | +311.8% | +490.3% | -178.5% | -48.8% |
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