+242.5%
ET vs VYM
+77.5%
+165.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.5% |
| 7D | +0.2% | -0.8% | +1.0% | +1.0% |
| 30D | +2.9% | -2.2% | +5.1% | +5.0% |
| 3M | +16.8% | +3.1% | +13.7% | +13.4% |
| 6M | +18.9% | +9.7% | +9.2% | +8.5% |
| YTD | +37.7% | +14.9% | +22.8% | +19.8% |
| 1Y | +32.4% | +17.6% | +14.9% | +12.4% |
| 3Y | +99.5% | +65.3% | +34.2% | +19.5% |
| All | +242.5% | +77.5% | +165.0% | +90.3% |
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