-29.8%
ELF vs VYM
+18.4%
-48.3%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | 0.0% |
| 7D | -11.6% | -0.8% | -10.8% | -10.3% |
| 30D | +4.6% | -2.2% | +6.9% | +8.8% |
| 3M | +59.7% | +3.1% | +56.6% | +52.2% |
| 6M | +21.2% | +9.7% | +11.5% | +2.0% |
| YTD | +27.4% | +14.9% | +12.6% | -2.7% |
| 1Y | -29.8% | +17.6% | -47.4% | -49.5% |
| All | -29.8% | +18.4% | -48.3% | -49.5% |
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 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