+344.0%
EFA vs VO
+827.2%
-483.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.3% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | +0.9% | -0.3% | +1.2% | +1.1% |
| 3M | +4.9% | +2.9% | +1.9% | +2.2% |
| 6M | +8.6% | +9.3% | -0.8% | +0.5% |
| YTD | +14.6% | +14.2% | +0.4% | +2.1% |
| 1Y | +22.6% | +15.3% | +7.4% | +8.2% |
| 3Y | +66.5% | +56.2% | +10.3% | +11.3% |
| 5Y | +54.5% | +42.4% | +12.1% | +10.4% |
| 10Y | +144.8% | +194.7% | -50.0% | -13.5% |
| All | +344.0% | +827.2% | -483.2% | -45.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling