+65.2%
EMR vs VYM
+76.3%
-11.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.6% |
| 7D | -1.2% | -1.9% | +0.6% | +1.4% |
| 30D | -9.4% | -2.6% | -6.8% | -6.0% |
| 3M | +8.6% | +3.6% | +5.0% | +3.6% |
| 6M | +6.7% | +8.7% | -2.0% | -4.3% |
| YTD | +13.1% | +14.1% | -1.1% | -4.6% |
| 1Y | +12.7% | +17.8% | -5.1% | -8.6% |
| 3Y | +58.1% | +64.5% | -6.5% | -14.7% |
| All | +65.2% | +76.3% | -11.1% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling