+148.7%
EWY vs VYM
+77.5%
+71.2%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +2.5% |
| 7D | -0.1% | -0.8% | +0.7% | +0.8% |
| 30D | +7.3% | -2.2% | +9.6% | +9.9% |
| 3M | -5.1% | +3.1% | -8.2% | -8.2% |
| 6M | +42.1% | +9.7% | +32.3% | +29.9% |
| YTD | +94.1% | +14.9% | +79.2% | +70.5% |
| 1Y | +147.8% | +17.6% | +130.3% | +112.9% |
| 3Y | +222.9% | +65.3% | +157.6% | +99.1% |
| All | +148.7% | +77.5% | +71.2% | +44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling