+261.4%
ELF vs VYM
+200.8%
+60.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.7% |
| 7D | -10.8% | -1.9% | -9.0% | -8.9% |
| 30D | +0.8% | -2.6% | +3.4% | +3.9% |
| 3M | +64.8% | +3.6% | +61.2% | +58.8% |
| 6M | +19.0% | +8.7% | +10.3% | +8.6% |
| YTD | +25.9% | +14.1% | +11.8% | +9.0% |
| 1Y | -28.8% | +17.8% | -46.6% | -40.2% |
| 3Y | -29.6% | +64.5% | -94.1% | -57.8% |
| 5Y | +216.2% | +77.5% | +138.7% | +76.4% |
| All | +261.4% | +200.8% | +60.5% | +39.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling