-68.5%
EL vs VYM
+77.5%
-146.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | -0.4% |
| 7D | -6.5% | -0.8% | -5.7% | -5.3% |
| 30D | +11.1% | -2.2% | +13.4% | +15.2% |
| 3M | +10.7% | +3.1% | +7.6% | +5.9% |
| 6M | +6.9% | +9.7% | -2.8% | -7.2% |
| YTD | -6.3% | +14.9% | -21.2% | -23.9% |
| 1Y | +13.5% | +17.6% | -4.1% | -10.9% |
| 3Y | -33.1% | +65.3% | -98.4% | -67.7% |
| All | -68.5% | +77.5% | -146.0% | -85.5% |
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 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