+10.6%
XLK vs VYM
+17.8%
-7.2%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.3% | -4.7% | -3.8% |
| 7D | -14.0% | -3.0% | -10.9% | -10.3% |
| 30D | -19.6% | +0.9% | -20.5% | -20.1% |
| 3M | -12.6% | -2.7% | -9.9% | -9.1% |
| 6M | -1.7% | +3.4% | -5.2% | -5.0% |
| YTD | +13.2% | +13.3% | -0.1% | -0.9% |
| 1Y | +10.6% | +17.0% | -6.4% | -6.5% |
| All | +10.6% | +17.8% | -7.2% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling