+48.0%
EFAX vs VT
+66.2%
-18.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +1.1% | +1.0% | +0.1% | +0.1% |
| 30D | -1.4% | -0.2% | -1.2% | -1.2% |
| 3M | +5.7% | +4.5% | +1.2% | +1.4% |
| 6M | +11.0% | +14.1% | -3.1% | -1.7% |
| YTD | +11.7% | +14.8% | -3.0% | -1.5% |
| 1Y | +17.3% | +21.2% | -3.9% | -1.7% |
| 3Y | +66.5% | +76.6% | -10.1% | -1.4% |
| 5Y | +48.0% | +66.6% | -18.6% | -8.3% |
| All | +48.0% | +66.2% | -18.2% | -8.3% |
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 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