+10.1%
EFAX vs VT
+12.2%
-2.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.2% |
| 7D | +1.0% | +2.9% | -1.9% | -2.0% |
| 30D | +0.3% | -2.5% | +2.8% | +3.0% |
| 3M | -4.9% | -3.3% | -1.5% | -1.4% |
| 6M | +2.2% | +1.5% | +0.6% | 0.0% |
| YTD | +7.6% | +11.4% | -3.8% | -4.9% |
| All | +10.1% | +12.2% | -2.1% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling