-18.0%
ELF vs VYM
+21.4%
-39.4%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.8% |
| 7D | +5.4% | 0.0% | +5.4% | +5.3% |
| 30D | +27.0% | -0.5% | +27.5% | +28.0% |
| 3M | +113.2% | +3.0% | +110.2% | +103.3% |
| 6M | +36.6% | +8.2% | +28.4% | +18.4% |
| YTD | +44.2% | +15.8% | +28.4% | +9.1% |
| 1Y | -18.0% | +20.8% | -38.8% | -41.9% |
| All | -18.0% | +21.4% | -39.4% | -41.9% |
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