+427.6%
ETR vs VYM
+487.3%
-59.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -0.9% |
| 7D | +0.4% | -1.0% | +1.4% | +1.1% |
| 30D | +2.0% | -2.0% | +4.1% | +3.6% |
| 3M | -1.7% | +3.1% | -4.7% | -3.9% |
| 6M | +3.6% | +8.9% | -5.3% | -2.9% |
| YTD | +18.0% | +14.7% | +3.3% | +6.4% |
| 1Y | +26.2% | +19.4% | +6.8% | +10.4% |
| 3Y | +148.0% | +65.4% | +82.6% | +69.2% |
| 5Y | +126.1% | +77.6% | +48.5% | +46.0% |
| 10Y | +302.3% | +207.8% | +94.5% | +74.2% |
| All | +427.6% | +487.3% | -59.7% | +54.4% |
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