+403.5%
EWY vs VYM
+484.2%
-80.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.5% | -3.7% | -3.6% |
| 7D | +1.2% | -1.9% | +3.1% | +3.5% |
| 30D | +9.3% | -2.6% | +11.9% | +12.8% |
| 3M | +2.4% | +3.6% | -1.2% | -1.7% |
| 6M | +40.3% | +8.7% | +31.6% | +28.1% |
| YTD | +88.0% | +14.1% | +73.9% | +62.6% |
| 1Y | +143.8% | +17.8% | +126.0% | +102.9% |
| 3Y | +217.8% | +64.5% | +153.2% | +76.0% |
| 5Y | +142.7% | +77.5% | +65.2% | +21.4% |
| 10Y | +291.7% | +206.1% | +85.5% | -6.3% |
| All | +403.5% | +484.2% | -80.7% | -48.2% |
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