+228.9%
XME vs VYM
+487.3%
-258.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.1% |
| 7D | -0.2% | -1.0% | +0.7% | +1.2% |
| 30D | +1.4% | -2.0% | +3.4% | +4.5% |
| 3M | +2.7% | +3.1% | -0.3% | -1.5% |
| 6M | +6.5% | +8.9% | -2.4% | -5.4% |
| YTD | +15.2% | +14.7% | +0.5% | -4.9% |
| 1Y | +43.5% | +19.4% | +24.1% | +12.1% |
| 3Y | +135.9% | +65.4% | +70.5% | +15.6% |
| 5Y | +181.5% | +77.6% | +103.9% | +27.3% |
| 10Y | +436.9% | +207.8% | +229.1% | +9.5% |
| All | +228.9% | +487.3% | -258.4% | -73.4% |
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 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