+533.2%
XYZ vs VYM
+235.6%
+297.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | -1.0% | 0.0% | -1.0% | -0.9% |
| 30D | -1.7% | -0.5% | -1.2% | -0.7% |
| 3M | +16.7% | +3.0% | +13.7% | +11.6% |
| 6M | +26.9% | +8.2% | +18.6% | +12.4% |
| YTD | +27.1% | +15.8% | +11.3% | +1.5% |
| 1Y | +9.3% | +20.8% | -11.6% | -18.3% |
| 3Y | +42.3% | +65.3% | -23.0% | -32.4% |
| 5Y | -69.3% | +76.6% | -145.9% | -85.5% |
| 10Y | +586.8% | +203.9% | +382.9% | +68.5% |
| All | +533.2% | +235.6% | +297.6% | +37.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling