+165.6%
EFV vs VYM
+209.2%
-43.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.5% |
| 7D | -0.8% | -0.8% | 0.0% | -0.1% |
| 30D | +0.6% | -2.2% | +2.9% | +2.7% |
| 3M | +7.5% | +3.1% | +4.5% | +4.7% |
| 6M | +13.0% | +9.7% | +3.3% | +4.2% |
| YTD | +18.3% | +14.9% | +3.4% | +4.8% |
| 1Y | +26.7% | +17.6% | +9.2% | +10.0% |
| 3Y | +89.6% | +65.3% | +24.3% | +20.8% |
| 5Y | +98.2% | +78.7% | +19.5% | +17.6% |
| All | +165.6% | +209.2% | -43.6% | -4.2% |
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 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