+191.9%
EFAV vs VT
+402.4%
-210.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.6% | -0.8% | +0.1% |
| 7D | +0.7% | +0.4% | +0.3% | +0.4% |
| 30D | +5.7% | -2.6% | +8.3% | +7.4% |
| 3M | +2.8% | -3.2% | +6.0% | +4.9% |
| 6M | +8.2% | +0.9% | +7.3% | +7.1% |
| YTD | +14.4% | +11.3% | +3.1% | +6.0% |
| 1Y | +17.1% | +14.0% | +3.1% | +6.7% |
| 3Y | +64.4% | +75.8% | -11.5% | +10.1% |
| 5Y | +44.5% | +57.8% | -13.3% | +3.4% |
| 10Y | +104.1% | +219.8% | -115.7% | -14.3% |
| All | +191.9% | +402.4% | -210.5% | -11.3% |
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