+527.7%
EL vs VYM
+487.3%
+40.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.4% |
| 7D | -2.4% | -1.0% | -1.4% | -1.4% |
| 30D | +13.7% | -2.0% | +15.7% | +16.1% |
| 3M | +14.5% | +3.1% | +11.4% | +11.2% |
| 6M | +7.4% | +8.9% | -1.5% | -1.3% |
| YTD | -4.7% | +14.7% | -19.4% | -16.7% |
| 1Y | +12.9% | +19.4% | -6.5% | -5.1% |
| 3Y | -32.2% | +65.4% | -97.6% | -57.8% |
| 5Y | -68.4% | +77.6% | -145.9% | -81.2% |
| 10Y | +28.3% | +207.8% | -179.5% | -54.5% |
| All | +527.7% | +487.3% | +40.4% | +11.6% |
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