+1,116.9%
ET vs VYM
+487.3%
+629.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.3% |
| 7D | +0.6% | -1.0% | +1.6% | +1.6% |
| 30D | +5.3% | -2.0% | +7.3% | +7.3% |
| 3M | +15.6% | +3.1% | +12.6% | +12.3% |
| 6M | +20.6% | +8.9% | +11.7% | +11.0% |
| YTD | +38.5% | +14.7% | +23.8% | +21.2% |
| 1Y | +35.7% | +19.4% | +16.3% | +14.1% |
| 3Y | +98.4% | +65.4% | +33.0% | +22.9% |
| 5Y | +245.3% | +77.6% | +167.7% | +100.8% |
| 10Y | +173.7% | +207.8% | -34.0% | +2.6% |
| All | +1,116.9% | +487.3% | +629.7% | +157.3% |
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 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