+2,261.3%
EW vs VYM
+490.3%
+1,771.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.4% | -3.1% | -3.2% |
| 7D | -4.4% | +0.1% | -4.6% | -4.5% |
| 30D | -3.3% | -1.3% | -2.1% | -2.4% |
| 3M | +1.0% | +4.1% | -3.0% | -1.9% |
| 6M | +6.2% | +9.8% | -3.6% | -0.8% |
| YTD | +1.7% | +15.3% | -13.6% | -8.4% |
| 1Y | +8.1% | +20.0% | -11.9% | -5.5% |
| 3Y | +17.1% | +66.2% | -49.2% | -20.1% |
| 5Y | -29.4% | +77.5% | -106.9% | -53.8% |
| 10Y | +121.7% | +201.7% | -80.0% | +1.4% |
| All | +2,261.3% | +490.3% | +1,771.1% | +616.7% |
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