+166.3%
XME vs VYM
+77.5%
+88.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -2.0% |
| 7D | -4.2% | -0.8% | -3.4% | -3.0% |
| 30D | -2.7% | -2.2% | -0.5% | +0.8% |
| 3M | -3.9% | +3.1% | -7.0% | -8.2% |
| 6M | -1.0% | +9.7% | -10.7% | -13.5% |
| YTD | +9.8% | +14.9% | -5.1% | -10.2% |
| 1Y | +32.5% | +17.6% | +15.0% | +5.0% |
| 3Y | +124.3% | +65.3% | +59.0% | +6.6% |
| All | +166.3% | +77.5% | +88.8% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling