+98.3%
EFAS vs VT
+66.2%
+32.1%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.6% | +0.4% | +0.1% | +0.3% |
| 30D | +1.4% | +1.0% | +0.4% | +0.8% |
| 3M | +9.2% | +2.4% | +6.8% | +7.2% |
| 6M | +14.2% | +12.0% | +2.2% | +5.4% |
| YTD | +23.4% | +15.3% | +8.1% | +11.6% |
| 1Y | +30.8% | +22.6% | +8.3% | +13.3% |
| 3Y | +107.3% | +74.7% | +32.6% | +37.2% |
| All | +98.3% | +66.2% | +32.1% | +33.4% |
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