+319.9%
EAT vs VYM
+77.5%
+242.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -2.0% |
| 7D | -7.7% | -0.8% | -6.9% | -6.6% |
| 30D | -13.6% | -2.2% | -11.3% | -10.6% |
| 3M | +33.9% | +3.1% | +30.8% | +27.7% |
| 6M | +47.2% | +9.7% | +37.5% | +28.3% |
| YTD | +48.1% | +14.9% | +33.2% | +20.6% |
| 1Y | +33.7% | +17.6% | +16.1% | +4.9% |
| 3Y | +595.8% | +65.3% | +530.5% | +229.0% |
| All | +319.9% | +77.5% | +242.4% | +79.0% |
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