+430.7%
EFX vs VYM
+484.2%
-53.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -11.1% | -1.9% | -9.3% | -9.4% |
| 30D | -7.4% | -2.6% | -4.8% | -4.9% |
| 3M | +1.5% | +3.6% | -2.1% | -1.9% |
| 6M | -13.7% | +8.7% | -22.4% | -20.5% |
| YTD | -21.9% | +14.1% | -36.0% | -31.4% |
| 1Y | -30.8% | +17.8% | -48.6% | -41.1% |
| 3Y | -12.4% | +64.5% | -76.9% | -45.5% |
| 5Y | -35.9% | +77.5% | -113.5% | -62.5% |
| 10Y | +41.0% | +206.1% | -165.2% | -51.9% |
| All | +430.7% | +484.2% | -53.5% | +0.5% |
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