+599.1%
XYZ vs VYM
+209.2%
+390.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.9% |
| 7D | -4.3% | -0.8% | -3.5% | -3.0% |
| 30D | +1.2% | -2.2% | +3.4% | +5.1% |
| 3M | +14.6% | +3.1% | +11.6% | +9.4% |
| 6M | +22.6% | +9.7% | +12.8% | +6.1% |
| YTD | +21.7% | +14.9% | +6.8% | -2.1% |
| 1Y | +6.7% | +17.6% | -10.9% | -17.0% |
| 3Y | +46.8% | +65.3% | -18.5% | -31.2% |
| 5Y | -68.0% | +78.7% | -146.8% | -85.3% |
| All | +599.1% | +209.2% | +390.0% | +73.2% |
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