+235.6%
ELF vs VYM
+76.9%
+158.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.5% | -3.4% |
| 7D | -6.8% | -1.0% | -5.8% | -5.6% |
| 30D | +5.1% | -2.0% | +7.1% | +8.0% |
| 3M | +79.8% | +3.1% | +76.7% | +73.1% |
| 6M | +29.7% | +8.9% | +20.8% | +16.3% |
| YTD | +31.6% | +14.7% | +16.9% | +10.4% |
| 1Y | -27.9% | +19.4% | -47.3% | -42.3% |
| 3Y | -26.4% | +65.4% | -91.8% | -58.8% |
| 5Y | +235.6% | +77.6% | +158.1% | +74.6% |
| All | +235.6% | +76.9% | +158.7% | +74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling