+215.2%
XLY vs VYM
+209.2%
+6.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.2% |
| 7D | -1.7% | -0.8% | -0.9% | -0.9% |
| 30D | -4.2% | -2.2% | -1.9% | -1.9% |
| 3M | -2.7% | +3.1% | -5.7% | -5.6% |
| 6M | -0.6% | +9.7% | -10.4% | -9.5% |
| YTD | -5.0% | +14.9% | -19.9% | -17.6% |
| 1Y | -4.1% | +17.6% | -21.7% | -18.7% |
| 3Y | +33.6% | +65.3% | -31.7% | -19.0% |
| 5Y | +28.7% | +78.7% | -50.0% | -26.4% |
| All | +215.2% | +209.2% | +6.0% | +9.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling