+129.1%
EFAX vs VT
+217.0%
-87.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.1% |
| 7D | -1.2% | -2.3% | +1.1% | +0.8% |
| 30D | -1.5% | -5.0% | +3.5% | +3.0% |
| 3M | -5.8% | -4.9% | -0.9% | -1.6% |
| 6M | -1.5% | -1.5% | +0.1% | -0.1% |
| YTD | +5.6% | +8.5% | -2.9% | -1.5% |
| 1Y | +9.8% | +11.4% | -1.6% | +0.2% |
| 3Y | +60.5% | +70.1% | -9.5% | +1.4% |
| 5Y | +39.9% | +53.7% | -13.8% | -4.0% |
| 10Y | +129.1% | +220.0% | -90.8% | +1.1% |
| All | +129.1% | +217.0% | -87.9% | +1.3% |
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