+54.6%
EWT vs VYM
+8.4%
+46.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.6% |
| 7D | -1.1% | -1.9% | +0.8% | +2.3% |
| 30D | +4.8% | -2.6% | +7.4% | +10.0% |
| 3M | +11.1% | +3.6% | +7.6% | +3.4% |
| 6M | +54.6% | +8.7% | +45.9% | +30.6% |
| All | +54.6% | +8.4% | +46.3% | +30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling