+6.7%
XME vs VYM
+21.8%
-15.1%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -3.4% |
| 7D | -5.5% | +1.2% | -6.6% | -7.6% |
| 30D | -11.1% | +5.2% | -16.4% | -19.9% |
| 3M | -11.1% | +0.5% | -11.7% | -11.9% |
| 6M | -18.0% | +7.7% | -25.7% | -29.0% |
| YTD | -7.4% | +17.2% | -24.6% | -31.2% |
| 1Y | +6.7% | +21.7% | -15.0% | -27.0% |
| All | +6.7% | +21.8% | -15.1% | -27.0% |
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