+625.3%
ELV vs VYM
+488.1%
+137.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.1% |
| 7D | +3.2% | -0.8% | +4.0% | +3.9% |
| 30D | +5.4% | -2.2% | +7.6% | +7.5% |
| 3M | +5.4% | +3.1% | +2.3% | +2.5% |
| 6M | +45.7% | +9.7% | +36.0% | +34.1% |
| YTD | +21.2% | +14.9% | +6.3% | +7.1% |
| 1Y | +35.6% | +17.6% | +18.1% | +17.5% |
| 3Y | -2.0% | +65.3% | -67.3% | -38.2% |
| 5Y | +26.0% | +78.7% | -52.7% | -26.3% |
| 10Y | +278.7% | +208.2% | +70.5% | +40.4% |
| All | +625.3% | +488.1% | +137.2% | +47.1% |
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