+123.0%
XRT vs VYM
+209.2%
-86.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.6% |
| 7D | -3.2% | -0.8% | -2.4% | -2.3% |
| 30D | -4.5% | -2.2% | -2.2% | -1.9% |
| 3M | -3.1% | +3.1% | -6.1% | -6.3% |
| 6M | +4.2% | +9.7% | -5.5% | -6.1% |
| YTD | -0.1% | +14.9% | -15.0% | -14.6% |
| 1Y | -3.0% | +17.6% | -20.6% | -19.1% |
| 3Y | +41.8% | +65.3% | -23.5% | -18.6% |
| 5Y | -1.3% | +78.7% | -80.0% | -46.7% |
| All | +123.0% | +209.2% | -86.2% | -31.7% |
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