+1,344.7%
EME vs VYM
+209.2%
+1,135.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.7% | +3.6% | +3.5% |
| 7D | +3.5% | -0.8% | +4.3% | +4.5% |
| 30D | -6.3% | -2.2% | -4.1% | -3.7% |
| 3M | -3.8% | +3.1% | -6.8% | -7.2% |
| 6M | +8.5% | +9.7% | -1.2% | -2.6% |
| YTD | +27.8% | +14.9% | +12.9% | +8.8% |
| 1Y | +22.2% | +17.6% | +4.7% | +1.4% |
| 3Y | +253.5% | +65.3% | +188.2% | +98.6% |
| 5Y | +578.6% | +78.7% | +499.9% | +247.5% |
| All | +1,344.7% | +209.2% | +1,135.5% | +274.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling