+156.6%
EFAS vs VT
+202.3%
-45.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | +1.7% |
| 7D | +1.9% | -4.2% | +6.1% | +5.2% |
| 30D | +5.5% | -5.8% | +11.3% | +10.3% |
| 3M | -0.5% | -5.2% | +4.7% | +3.5% |
| 6M | +5.2% | +0.1% | +5.1% | +4.5% |
| YTD | +21.0% | +8.2% | +12.8% | +12.8% |
| 1Y | +29.0% | +10.1% | +18.8% | +18.5% |
| 3Y | +103.1% | +69.7% | +33.4% | +29.6% |
| 5Y | +95.7% | +53.4% | +42.3% | +34.9% |
| All | +156.6% | +202.3% | -45.7% | +15.5% |
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