-2.0%
ELV vs VYM
+65.1%
-67.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.1% |
| 7D | +3.2% | -0.8% | +4.0% | +3.7% |
| 30D | +5.4% | -2.2% | +7.6% | +6.8% |
| 3M | +5.4% | +3.1% | +2.3% | +3.5% |
| 6M | +45.7% | +9.7% | +36.0% | +37.8% |
| YTD | +21.2% | +14.9% | +6.3% | +11.7% |
| 1Y | +35.6% | +17.6% | +18.1% | +23.6% |
| 3Y | -2.0% | +65.3% | -67.3% | -26.0% |
| All | -2.0% | +65.1% | -67.1% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling