+1,959.5%
XLK vs VYM
+488.1%
+1,471.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.6% |
| 7D | +0.2% | -0.8% | +1.0% | +1.0% |
| 30D | -0.6% | -2.2% | +1.6% | +1.7% |
| 3M | +2.6% | +3.1% | -0.5% | -0.5% |
| 6M | +34.0% | +9.7% | +24.2% | +22.3% |
| YTD | +30.7% | +14.9% | +15.8% | +13.9% |
| 1Y | +39.2% | +17.6% | +21.6% | +18.6% |
| 3Y | +120.4% | +65.3% | +55.1% | +34.5% |
| 5Y | +148.8% | +78.7% | +70.1% | +42.5% |
| 10Y | +803.3% | +208.2% | +595.1% | +208.0% |
| All | +1,959.5% | +488.1% | +1,471.5% | +279.8% |
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