+184.8%
XLF vs VYM
+484.2%
-299.4%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.5% |
| 7D | -2.9% | -1.9% | -1.0% | -0.1% |
| 30D | -1.6% | -2.6% | +1.0% | +2.3% |
| 3M | +9.3% | +3.6% | +5.7% | +3.7% |
| 6M | +14.6% | +8.7% | +5.9% | +1.0% |
| YTD | +4.7% | +14.1% | -9.4% | -14.2% |
| 1Y | +8.6% | +17.8% | -9.2% | -15.2% |
| 3Y | +73.9% | +64.5% | +9.3% | -18.4% |
| 5Y | +65.0% | +77.5% | -12.5% | -31.1% |
| 10Y | +250.4% | +206.1% | +44.3% | -38.9% |
| All | +184.8% | +484.2% | -299.4% | -80.8% |
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