-35.8%
EFX vs VYM
+77.5%
-113.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | -0.3% |
| 7D | -4.5% | -0.8% | -3.7% | -3.5% |
| 30D | -6.1% | -2.2% | -3.8% | -3.2% |
| 3M | +6.2% | +3.1% | +3.1% | +2.4% |
| 6M | -11.2% | +9.7% | -20.9% | -21.2% |
| YTD | -21.4% | +14.9% | -36.3% | -34.3% |
| 1Y | -34.3% | +17.6% | -51.9% | -46.8% |
| 3Y | -12.5% | +65.3% | -77.8% | -54.1% |
| All | -35.8% | +77.5% | -113.3% | -68.3% |
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