+135.7%
XLP vs VYM
+204.2%
-68.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | -0.2% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +9.1% | +3.0% | +6.1% | +6.9% |
| 3M | +7.9% | -1.0% | +8.9% | +8.6% |
| 6M | +9.6% | +6.4% | +3.2% | +4.9% |
| YTD | +19.4% | +15.9% | +3.5% | +7.7% |
| 1Y | +22.4% | +18.7% | +3.6% | +8.4% |
| 3Y | +43.2% | +72.8% | -29.6% | -3.7% |
| 5Y | +42.6% | +71.2% | -28.7% | -3.9% |
| All | +135.7% | +204.2% | -68.6% | -0.6% |
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