+2,600.8%
EME vs VYM
+484.2%
+2,116.6%
-70.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.1% |
| 7D | +0.9% | -1.9% | +2.8% | +3.5% |
| 30D | -8.4% | -2.6% | -5.8% | -5.1% |
| 3M | -3.6% | +3.6% | -7.2% | -8.1% |
| 6M | +3.6% | +8.7% | -5.1% | -7.2% |
| YTD | +22.5% | +14.1% | +8.4% | +2.9% |
| 1Y | +18.2% | +17.8% | +0.4% | -4.7% |
| 3Y | +238.4% | +64.5% | +173.8% | +74.8% |
| 5Y | +550.5% | +77.5% | +473.0% | +201.2% |
| 10Y | +1,295.3% | +206.1% | +1,089.1% | +202.5% |
| All | +2,600.8% | +484.2% | +2,116.6% | +154.7% |
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