-68.4%
XYZ vs VYM
+76.9%
-145.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | +0.2% |
| 7D | -3.7% | -1.0% | -2.7% | -1.6% |
| 30D | +0.5% | -2.0% | +2.6% | +5.3% |
| 3M | +16.3% | +3.1% | +13.2% | +9.0% |
| 6M | +21.1% | +8.9% | +12.3% | +0.6% |
| YTD | +22.0% | +14.7% | +7.3% | -9.9% |
| 1Y | +5.2% | +19.4% | -14.3% | -29.0% |
| 3Y | +49.6% | +65.4% | -15.8% | -53.1% |
| 5Y | -68.4% | +77.6% | -146.0% | -90.2% |
| All | -68.4% | +76.9% | -145.4% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling