+44.6%
EFAD vs VT
+74.0%
-29.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.9% |
| 7D | +1.8% | +2.4% | -0.5% | +0.2% |
| 30D | +6.6% | -1.5% | +8.1% | +7.6% |
| 3M | +4.2% | -4.1% | +8.3% | +7.2% |
| 6M | +11.4% | +0.6% | +10.8% | +10.6% |
| YTD | +13.2% | +11.0% | +2.1% | +4.8% |
| 1Y | +13.5% | +13.3% | +0.1% | +3.7% |
| 3Y | +44.6% | +73.4% | -28.8% | -7.6% |
| All | +44.6% | +74.0% | -29.5% | -7.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling