+13.5%
EQX vs VYM
+18.4%
-4.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +0.4% |
| 7D | -3.2% | -0.8% | -2.4% | -1.7% |
| 30D | +7.8% | -2.2% | +10.0% | +12.3% |
| 3M | +21.3% | +3.1% | +18.3% | +14.9% |
| 6M | -22.4% | +9.7% | -32.1% | -33.5% |
| YTD | -11.3% | +14.9% | -26.2% | -26.0% |
| 1Y | +13.5% | +17.6% | -4.1% | -8.7% |
| All | +13.5% | +18.4% | -4.9% | -8.7% |
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