+125.9%
EFC vs VT
+215.5%
-89.7%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.2% |
| 7D | -1.3% | -2.3% | +1.0% | +0.9% |
| 30D | -1.8% | -5.0% | +3.2% | +2.9% |
| 3M | -11.6% | -4.9% | -6.7% | -7.4% |
| 6M | -11.9% | -1.5% | -10.3% | -11.0% |
| YTD | -8.2% | +8.5% | -16.7% | -15.7% |
| 1Y | -7.8% | +11.4% | -19.2% | -17.6% |
| 3Y | +28.8% | +70.1% | -41.2% | -24.5% |
| 5Y | +14.5% | +53.7% | -39.2% | -26.2% |
| All | +125.9% | +215.5% | -89.7% | -14.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling