-3.9%
ELF vs VYM
+21.8%
-25.7%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | 0.0% |
| 7D | -1.5% | +1.2% | -2.7% | -3.3% |
| 30D | +9.5% | +5.2% | +4.3% | +0.9% |
| 3M | +29.4% | +0.5% | +28.8% | +28.6% |
| 6M | +83.7% | +7.7% | +76.0% | +61.5% |
| YTD | +49.4% | +17.2% | +32.3% | +8.1% |
| 1Y | -3.9% | +21.7% | -25.6% | -40.6% |
| All | -3.9% | +21.8% | -25.7% | -40.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling