+934.6%
EAT vs VYM
+490.3%
+444.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -2.9% | -2.8% |
| 7D | -4.9% | +0.1% | -5.0% | -5.1% |
| 30D | -1.2% | -1.3% | +0.1% | +0.5% |
| 3M | +52.2% | +4.1% | +48.2% | +44.4% |
| 6M | +65.0% | +9.8% | +55.2% | +46.4% |
| YTD | +55.0% | +15.3% | +39.7% | +29.1% |
| 1Y | +42.1% | +20.0% | +22.1% | +12.1% |
| 3Y | +614.7% | +66.2% | +548.5% | +274.2% |
| 5Y | +322.7% | +77.5% | +245.2% | +108.4% |
| 10Y | +382.0% | +201.7% | +180.3% | +39.6% |
| All | +934.6% | +490.3% | +444.4% | +33.9% |
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