+106.2%
XLP vs VYM
+202.0%
-95.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.8% |
| 7D | -2.9% | -1.0% | -1.9% | -2.2% |
| 30D | -2.2% | -2.0% | -0.2% | -0.8% |
| 3M | -0.6% | +3.1% | -3.6% | -2.6% |
| 6M | -2.2% | +8.9% | -11.1% | -7.8% |
| YTD | +8.3% | +14.7% | -6.5% | -1.7% |
| 1Y | +5.7% | +19.4% | -13.7% | -6.7% |
| 3Y | +25.7% | +65.4% | -39.7% | -12.8% |
| 5Y | +31.3% | +77.6% | -46.3% | -13.8% |
| 10Y | +106.2% | +207.8% | -101.6% | -11.2% |
| All | +106.2% | +202.0% | -95.8% | -11.2% |
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