+46.7%
EFAD vs VT
+235.6%
-189.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.9% | +0.4% | -1.3% | -1.2% |
| 30D | +0.4% | +1.0% | -0.6% | -0.4% |
| 3M | +5.1% | +2.4% | +2.7% | +3.0% |
| 6M | +6.0% | +12.0% | -6.0% | -3.3% |
| YTD | +8.4% | +15.3% | -6.9% | -3.3% |
| 1Y | +9.4% | +22.6% | -13.2% | -7.1% |
| 3Y | +31.0% | +74.7% | -43.7% | -16.9% |
| 5Y | +2.4% | +66.1% | -63.8% | -32.9% |
| 10Y | +54.8% | +225.0% | -170.2% | -42.9% |
| All | +46.7% | +235.6% | -189.0% | -47.8% |
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