+14.9%
XYL vs VYM
+65.1%
-50.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.4% |
| 7D | +1.2% | -0.8% | +2.0% | +2.1% |
| 30D | -11.9% | -2.2% | -9.7% | -9.7% |
| 3M | -1.5% | +3.1% | -4.6% | -4.6% |
| 6M | -11.9% | +9.7% | -21.6% | -20.2% |
| YTD | -20.6% | +14.9% | -35.5% | -31.4% |
| 1Y | -23.5% | +17.6% | -41.1% | -35.6% |
| 3Y | +14.9% | +65.3% | -50.5% | -32.1% |
| All | +14.9% | +65.1% | -50.2% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling