I’m afraid so. She didn’t dance there as a solo, but as part of the Denishawn Dancers, whom she’d first seen perform with when still a teenager in Pennsylvania, and with whom she went to study in the mid to late teens. The period of her vaudeville touring was mostly the mid to late 20s. She also appeared in The Greenwich Village Follies of 1923. In 1926, she founded the Martha Graham Center of Contemporary Dance, and for this, more familiar phase of her career, you will have to visit other sources. Born on this day in 1894, Graham passed away in 1991.
To learn more about vaudeville, consult No Applause, Just Throw Money: The Book That Made Vaudeville Famous, available at Amazon, Barnes and Noble, and wherever nutty books are sold.