+156.1%
EFV vs VYM
+484.2%
-328.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | -2.0% | -1.9% | -0.1% | -0.1% |
| 30D | -0.2% | -2.6% | +2.4% | +2.6% |
| 3M | +9.1% | +3.6% | +5.6% | +5.2% |
| 6M | +11.7% | +8.7% | +3.0% | +2.5% |
| YTD | +17.0% | +14.1% | +2.9% | +2.1% |
| 1Y | +26.7% | +17.8% | +8.9% | +6.9% |
| 3Y | +90.2% | +64.5% | +25.6% | +12.0% |
| 5Y | +96.1% | +77.5% | +18.6% | +6.0% |
| 10Y | +164.5% | +206.1% | -41.6% | -23.4% |
| All | +156.1% | +484.2% | -328.0% | -63.6% |
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