+501.6%
XLP vs VYM
+498.9%
+2.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | -0.1% |
| 7D | -0.5% | -0.2% | -0.4% | -0.5% |
| 30D | +8.3% | +3.6% | +4.7% | +5.9% |
| 3M | +8.7% | -0.1% | +8.8% | +8.8% |
| 6M | +11.2% | +7.1% | +4.0% | +6.3% |
| YTD | +20.0% | +17.0% | +3.0% | +8.5% |
| 1Y | +21.3% | +19.0% | +2.4% | +8.5% |
| 3Y | +43.8% | +74.4% | -30.6% | +0.2% |
| 5Y | +43.3% | +72.7% | -29.4% | +0.2% |
| 10Y | +136.8% | +206.6% | -69.9% | +14.7% |
| All | +501.6% | +498.9% | +2.8% | +91.1% |
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