+238.8%
EQX vs VYM
+165.2%
+73.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.3% |
| 7D | -3.2% | -0.8% | -2.4% | -2.8% |
| 30D | +7.8% | -2.2% | +10.0% | +9.2% |
| 3M | +21.3% | +3.1% | +18.3% | +19.5% |
| 6M | -22.4% | +9.7% | -32.1% | -25.8% |
| YTD | -11.3% | +14.9% | -26.2% | -17.1% |
| 1Y | +13.5% | +17.6% | -4.1% | +5.0% |
| 3Y | +162.1% | +65.3% | +96.8% | +105.6% |
| 5Y | +84.2% | +78.7% | +5.5% | +41.9% |
| All | +238.8% | +165.2% | +73.6% | +282.7% |
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 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