+142.8%
XYL vs VYM
+209.2%
-66.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.4% |
| 7D | +1.2% | -0.8% | +2.0% | +2.2% |
| 30D | -11.9% | -2.2% | -9.7% | -9.5% |
| 3M | -1.5% | +3.1% | -4.6% | -4.9% |
| 6M | -11.9% | +9.7% | -21.6% | -20.9% |
| YTD | -20.6% | +14.9% | -35.5% | -32.4% |
| 1Y | -23.5% | +17.6% | -41.1% | -36.7% |
| 3Y | +14.9% | +65.3% | -50.5% | -36.8% |
| 5Y | -15.3% | +78.7% | -94.0% | -57.0% |
| All | +142.8% | +209.2% | -66.3% | -34.7% |
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