+273.0%
EMR vs VYM
+209.2%
+63.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +1.7% |
| 7D | -0.4% | -0.8% | +0.4% | +0.7% |
| 30D | -6.8% | -2.2% | -4.5% | -3.8% |
| 3M | +7.5% | +3.1% | +4.4% | +3.4% |
| 6M | +9.9% | +9.7% | +0.1% | -2.2% |
| YTD | +16.0% | +14.9% | +1.1% | -2.4% |
| 1Y | +12.4% | +17.6% | -5.1% | -8.0% |
| 3Y | +60.2% | +65.3% | -5.1% | -14.2% |
| 5Y | +67.9% | +78.7% | -10.9% | -18.3% |
| All | +273.0% | +209.2% | +63.8% | -5.6% |
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