+253.9%
XLI vs VYM
+209.2%
+44.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.3% |
| 7D | -1.7% | -0.8% | -0.9% | -0.8% |
| 30D | -7.3% | -2.2% | -5.0% | -4.9% |
| 3M | -1.3% | +3.1% | -4.4% | -4.6% |
| 6M | +2.2% | +9.7% | -7.5% | -7.7% |
| YTD | +11.7% | +14.9% | -3.2% | -4.1% |
| 1Y | +14.3% | +17.6% | -3.3% | -4.4% |
| 3Y | +70.3% | +65.3% | +5.0% | -2.3% |
| 5Y | +82.3% | +78.7% | +3.6% | -3.9% |
| All | +253.9% | +209.2% | +44.7% | +4.1% |
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