+328.4%
ELF vs VYM
+208.6%
+119.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.1% | -4.2% | -4.2% |
| 7D | +3.4% | +3.3% | 0.0% | -0.4% |
| 30D | +5.0% | +3.8% | +1.2% | +0.6% |
| 3M | +22.6% | -0.4% | +23.0% | +23.1% |
| 6M | +104.0% | +7.1% | +96.9% | +88.8% |
| YTD | +49.3% | +17.1% | +32.2% | +25.4% |
| 1Y | +46.0% | +18.4% | +27.6% | +21.4% |
| 3Y | +19.4% | +74.5% | -55.2% | -32.8% |
| 5Y | +262.0% | +72.5% | +189.5% | +106.9% |
| 10Y | +320.5% | +206.9% | +113.6% | +52.0% |
| All | +328.4% | +208.6% | +119.8% | +61.0% |
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