+788.3%
EWT vs VYM
+484.2%
+304.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.0% |
| 7D | -1.1% | -1.9% | +0.8% | +0.7% |
| 30D | +4.8% | -2.6% | +7.4% | +7.4% |
| 3M | +11.1% | +3.6% | +7.6% | +7.6% |
| 6M | +54.6% | +8.7% | +45.9% | +43.5% |
| YTD | +71.4% | +14.1% | +57.3% | +52.0% |
| 1Y | +82.1% | +17.8% | +64.3% | +56.8% |
| 3Y | +193.2% | +64.5% | +128.7% | +84.4% |
| 5Y | +146.1% | +77.5% | +68.6% | +43.0% |
| 10Y | +505.0% | +206.1% | +298.9% | +95.2% |
| All | +788.3% | +484.2% | +304.1% | +52.6% |
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 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