+117.8%
EW vs VYM
+209.2%
-91.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.4% | -3.4% |
| 7D | -6.2% | -0.8% | -5.4% | -5.5% |
| 30D | -9.3% | -2.2% | -7.1% | -7.5% |
| 3M | -1.6% | +3.1% | -4.7% | -4.3% |
| 6M | -0.8% | +9.7% | -10.6% | -8.8% |
| YTD | -1.0% | +14.9% | -15.9% | -12.7% |
| 1Y | +8.2% | +17.6% | -9.4% | -6.6% |
| 3Y | +12.7% | +65.3% | -52.6% | -29.9% |
| 5Y | -30.2% | +78.7% | -108.9% | -59.5% |
| All | +117.8% | +209.2% | -91.4% | -27.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling