+15.9%
EW vs VYM
+64.0%
-48.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -3.4% | -1.9% | -1.5% | -2.2% |
| 30D | -7.4% | -2.6% | -4.8% | -5.8% |
| 3M | +0.9% | +3.6% | -2.7% | -1.3% |
| 6M | +1.2% | +8.7% | -7.5% | -4.1% |
| YTD | +1.8% | +14.1% | -12.3% | -6.3% |
| 1Y | +10.8% | +17.8% | -7.0% | 0.0% |
| All | +15.9% | +64.0% | -48.1% | -24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling