+193.4%
EQT vs VYM
+484.2%
-290.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.2% |
| 7D | -1.2% | -1.9% | +0.7% | +1.0% |
| 30D | +1.1% | -2.6% | +3.7% | +4.1% |
| 3M | +4.8% | +3.6% | +1.2% | +0.4% |
| 6M | -10.6% | +8.7% | -19.3% | -19.2% |
| YTD | +3.4% | +14.1% | -10.7% | -11.8% |
| 1Y | +8.7% | +17.8% | -9.1% | -10.6% |
| 3Y | +35.0% | +64.5% | -29.6% | -24.8% |
| 5Y | +204.2% | +77.5% | +126.7% | +59.6% |
| 10Y | +52.5% | +206.1% | -153.7% | -58.1% |
| All | +193.4% | +484.2% | -290.8% | -64.0% |
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