+365.6%
XLU vs VYM
+488.1%
-122.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.8% |
| 7D | -1.6% | -0.8% | -0.8% | -1.0% |
| 30D | -3.3% | -2.2% | -1.1% | -1.7% |
| 3M | -3.2% | +3.1% | -6.2% | -5.3% |
| 6M | -7.0% | +9.7% | -16.7% | -13.1% |
| YTD | +0.6% | +14.9% | -14.3% | -9.1% |
| 1Y | +2.4% | +17.6% | -15.1% | -9.1% |
| 3Y | +46.3% | +65.3% | -19.1% | +1.0% |
| 5Y | +44.0% | +78.7% | -34.8% | -6.2% |
| 10Y | +140.1% | +208.2% | -68.1% | +5.1% |
| All | +365.6% | +488.1% | -122.5% | +29.7% |
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 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