+434.2%
XRT vs VYM
+490.3%
-56.0%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -1.7% |
| 7D | -0.3% | +0.1% | -0.4% | -0.4% |
| 30D | -5.6% | -1.3% | -4.4% | -4.3% |
| 3M | +2.5% | +4.1% | -1.5% | -1.9% |
| 6M | +3.7% | +9.8% | -6.1% | -6.5% |
| YTD | +1.0% | +15.3% | -14.3% | -13.7% |
| 1Y | -1.2% | +20.0% | -21.2% | -19.1% |
| 3Y | +43.4% | +66.2% | -22.9% | -17.4% |
| 5Y | -0.7% | +77.5% | -78.3% | -45.6% |
| 10Y | +123.7% | +201.7% | -78.0% | -31.2% |
| All | +434.2% | +490.3% | -56.0% | -14.8% |
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