+303.5%
EWY vs VYM
+209.2%
+94.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +2.6% |
| 7D | -0.1% | -0.8% | +0.7% | +0.8% |
| 30D | +7.3% | -2.2% | +9.6% | +9.7% |
| 3M | -5.1% | +3.1% | -8.2% | -7.9% |
| 6M | +42.1% | +9.7% | +32.3% | +30.7% |
| YTD | +94.1% | +14.9% | +79.2% | +71.5% |
| 1Y | +147.8% | +17.6% | +130.3% | +114.1% |
| 3Y | +222.9% | +65.3% | +157.6% | +101.2% |
| 5Y | +150.6% | +78.7% | +71.9% | +44.8% |
| All | +303.5% | +209.2% | +94.3% | +32.9% |
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