+602.2%
XLV vs VYM
+488.1%
+114.1%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.7% |
| 7D | -3.6% | -0.8% | -2.8% | -3.0% |
| 30D | -1.8% | -2.2% | +0.4% | -0.2% |
| 3M | +7.8% | +3.1% | +4.7% | +5.4% |
| 6M | +9.1% | +9.7% | -0.6% | +1.8% |
| YTD | +7.7% | +14.9% | -7.2% | -2.9% |
| 1Y | +20.4% | +17.6% | +2.9% | +6.7% |
| 3Y | +30.8% | +65.3% | -34.5% | -10.3% |
| 5Y | +34.6% | +78.7% | -44.1% | -13.1% |
| 10Y | +173.4% | +208.2% | -34.8% | +18.3% |
| All | +602.2% | +488.1% | +114.1% | +99.3% |
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