+47.2%
XYZ vs VYM
+64.8%
-17.6%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | +0.1% |
| 7D | -3.7% | -1.0% | -2.7% | -1.9% |
| 30D | +0.5% | -2.0% | +2.6% | +4.6% |
| 3M | +16.3% | +3.1% | +13.2% | +10.2% |
| 6M | +21.1% | +8.9% | +12.3% | +3.7% |
| YTD | +22.0% | +14.7% | +7.3% | -5.1% |
| 1Y | +5.2% | +19.4% | -14.3% | -24.0% |
| All | +47.2% | +64.8% | -17.6% | -46.7% |
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 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