+345.2%
ELF vs VYM
+208.3%
+136.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +4.0% |
| 7D | +1.6% | +3.7% | -2.1% | -2.5% |
| 30D | +9.1% | +3.7% | +5.4% | +4.7% |
| 3M | +28.2% | -0.7% | +28.9% | +29.1% |
| 6M | +119.5% | +7.2% | +112.3% | +103.0% |
| YTD | +55.2% | +16.9% | +38.2% | +30.5% |
| 1Y | +58.6% | +19.6% | +39.0% | +30.3% |
| 3Y | +21.3% | +74.6% | -53.3% | -31.8% |
| 5Y | +276.2% | +72.3% | +203.9% | +115.3% |
| 10Y | +337.0% | +206.5% | +130.5% | +58.1% |
| All | +345.2% | +208.3% | +136.9% | +67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling