+408.7%
ED vs VYM
+490.3%
-81.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +1.1% | -1.3% | +2.4% | +1.8% |
| 3M | +4.6% | +4.1% | +0.6% | +2.4% |
| 6M | -2.0% | +9.8% | -11.8% | -6.9% |
| YTD | +11.7% | +15.3% | -3.6% | +3.1% |
| 1Y | +15.7% | +20.0% | -4.3% | +4.3% |
| 3Y | +34.4% | +66.2% | -31.9% | +0.1% |
| 5Y | +67.3% | +77.5% | -10.2% | +19.7% |
| 10Y | +104.0% | +201.7% | -97.7% | +7.3% |
| All | +408.7% | +490.3% | -81.5% | +84.4% |
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