-2.6%
XRT vs VYM
+75.8%
-78.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.1% |
| 7D | -3.6% | -1.9% | -1.7% | -1.1% |
| 30D | -6.7% | -2.6% | -4.1% | -3.2% |
| 3M | -1.4% | +3.6% | -5.0% | -6.0% |
| 6M | +1.7% | +8.7% | -7.0% | -9.3% |
| YTD | -1.5% | +14.1% | -15.6% | -17.8% |
| 1Y | -2.5% | +17.8% | -20.3% | -22.0% |
| 3Y | +39.9% | +64.5% | -24.6% | -30.0% |
| 5Y | -2.6% | +77.5% | -80.1% | -54.6% |
| All | -2.6% | +75.8% | -78.4% | -54.6% |
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