+60.1%
EWZ vs VYM
+76.9%
-16.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.9% |
| 7D | -0.1% | -1.0% | +0.9% | +0.8% |
| 30D | +8.2% | -2.0% | +10.2% | +10.2% |
| 3M | +13.3% | +3.1% | +10.2% | +10.2% |
| 6M | +3.6% | +8.9% | -5.3% | -3.9% |
| YTD | +21.0% | +14.7% | +6.2% | +7.4% |
| 1Y | +34.7% | +19.4% | +15.2% | +15.5% |
| 3Y | +48.3% | +65.4% | -17.1% | -5.3% |
| 5Y | +60.1% | +77.6% | -17.5% | -6.0% |
| All | +60.1% | +76.9% | -16.9% | -6.0% |
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