+36.0%
EFAA vs VT
+44.3%
-8.3%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +0.5% | +0.4% | 0.0% | +0.2% |
| 30D | +1.5% | +1.0% | +0.5% | +0.8% |
| 3M | +4.9% | +2.4% | +2.5% | +3.1% |
| 6M | +8.6% | +12.0% | -3.4% | +0.2% |
| YTD | +11.8% | +15.3% | -3.5% | +1.1% |
| 1Y | +18.9% | +22.6% | -3.7% | +3.2% |
| All | +36.0% | +44.3% | -8.3% | +4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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