+20.8%
XLP vs VYM
+18.5%
+2.2%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | -0.1% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | +9.1% | +3.0% | +6.1% | +7.5% |
| 3M | +7.9% | -1.0% | +8.9% | +8.2% |
| 6M | +9.6% | +6.4% | +3.2% | +6.4% |
| YTD | +19.4% | +15.9% | +3.5% | +12.3% |
| All | +20.8% | +18.5% | +2.2% | +12.7% |
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