+189.2%
EFAV vs VT
+405.7%
-216.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -1.1% |
| 7D | -1.7% | -0.7% | -1.0% | -1.3% |
| 30D | +4.7% | -1.7% | +6.5% | +5.8% |
| 3M | +2.7% | -2.3% | +5.0% | +4.1% |
| 6M | +7.1% | +1.5% | +5.6% | +5.6% |
| YTD | +13.4% | +12.0% | +1.3% | +4.5% |
| 1Y | +14.5% | +12.9% | +1.7% | +5.0% |
| 3Y | +62.2% | +74.9% | -12.8% | +9.0% |
| 5Y | +44.3% | +59.9% | -15.6% | +2.3% |
| 10Y | +107.2% | +224.6% | -117.4% | -13.9% |
| All | +189.2% | +405.7% | -216.5% | -12.5% |
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