-4.9%
EQT vs VYM
+21.8%
-26.6%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.7% |
| 7D | -6.6% | +1.2% | -7.7% | -7.0% |
| 30D | +2.7% | +5.2% | -2.5% | +0.3% |
| 3M | -0.2% | +0.5% | -0.7% | -0.5% |
| 6M | -10.6% | +7.7% | -18.3% | -13.8% |
| YTD | -1.2% | +17.2% | -18.3% | -11.3% |
| 1Y | -4.9% | +21.7% | -26.5% | -20.7% |
| All | -4.9% | +21.8% | -26.6% | -20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling