+49.9%
EFA vs VO
+36.2%
+13.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | +1.3% | +2.9% | -1.7% | -0.9% |
| 30D | +0.5% | +1.0% | -0.5% | -0.2% |
| 3M | -4.1% | -1.7% | -2.4% | -2.9% |
| 6M | +2.4% | +6.7% | -4.3% | -2.4% |
| YTD | +10.0% | +14.0% | -4.0% | -0.1% |
| 1Y | +11.4% | +13.7% | -2.3% | +1.3% |
| 3Y | +65.4% | +65.8% | -0.5% | +13.2% |
| All | +49.9% | +36.2% | +13.7% | +14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 5y: compounded portfolio wealth divided by compounded VO 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…
5y analysis · Full analysis span regression · 6 months rolling