+5.7%
XLP vs VYM
+19.4%
-13.6%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.9% |
| 7D | -2.9% | -1.0% | -1.9% | -2.5% |
| 30D | -2.2% | -2.0% | -0.2% | -1.3% |
| 3M | -0.6% | +3.1% | -3.6% | -1.7% |
| 6M | -2.2% | +8.9% | -11.1% | -5.8% |
| YTD | +8.3% | +14.7% | -6.5% | +2.3% |
| 1Y | +5.7% | +19.4% | -13.7% | -1.8% |
| All | +5.7% | +19.4% | -13.6% | -1.8% |
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 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