+584.9%
XYZ vs VYM
+205.6%
+379.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +3.0% |
| 7D | -1.1% | +3.7% | -4.7% | -6.7% |
| 30D | +11.5% | +3.7% | +7.8% | +5.4% |
| 3M | +1.8% | -0.7% | +2.5% | +3.3% |
| 6M | +21.2% | +7.2% | +14.0% | +8.7% |
| YTD | +29.9% | +16.9% | +13.0% | +1.7% |
| 1Y | +35.8% | +19.6% | +16.1% | +2.5% |
| 3Y | +62.6% | +74.6% | -12.0% | -30.6% |
| 5Y | -62.8% | +72.3% | -135.1% | -82.2% |
| All | +584.9% | +205.6% | +379.2% | +40.1% |
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 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