+604.9%
XLI vs VYM
+484.2%
+120.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | -2.3% | -1.9% | -0.4% | -0.3% |
| 30D | -8.2% | -2.6% | -5.6% | -5.5% |
| 3M | +0.8% | +3.6% | -2.8% | -2.9% |
| 6M | +0.8% | +8.7% | -7.8% | -7.5% |
| YTD | +10.5% | +14.1% | -3.6% | -3.7% |
| 1Y | +14.1% | +17.8% | -3.7% | -3.9% |
| 3Y | +68.6% | +64.5% | +4.1% | -0.2% |
| 5Y | +80.4% | +77.5% | +2.9% | -1.1% |
| 10Y | +254.6% | +206.1% | +48.5% | +11.9% |
| All | +604.9% | +484.2% | +120.8% | +16.1% |
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 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