+7.9%
EFAD vs VT
+53.4%
-45.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.5% |
| 7D | -0.2% | -2.3% | +2.1% | +1.4% |
| 30D | +6.6% | -5.0% | +11.6% | +10.5% |
| 3M | +2.7% | -4.9% | +7.6% | +6.5% |
| 6M | +7.3% | -1.5% | +8.9% | +8.2% |
| YTD | +11.2% | +8.5% | +2.7% | +4.3% |
| 1Y | +12.8% | +11.4% | +1.4% | +3.7% |
| 3Y | +41.8% | +70.1% | -28.3% | -6.4% |
| All | +7.9% | +53.4% | -45.5% | -24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling